Financial derivatives : an introduction to futures, forwards, options and swaps
著者
書誌事項
Financial derivatives : an introduction to futures, forwards, options and swaps
Prentice Hall, 1997
大学図書館所蔵 全2件
注記
Includes bibliographical references and index
内容説明・目次
内容説明
A broad-based introduction to financial derivatives which covers both the technical aspects of these instruments and the markets in which they are traded, and the underlying concepts. The text balances out rigour and accessibility through a clear writing style, a graduated mathematical treatment, and the integration of numerous examples and worked activities to illustrate the application of techniques and facilitate self-assessment.
目次
- Introduction 1. Stock Index Futures 2. Short-Term Interest Rate Futures xxx
- The Basics 3. Short-Term Interest Rate Futures xxx
- Advanced 4. Strategies 5. Long-Term Interest Rate (Bond) Futures 6. Currency Forwards and Futures 7. Options xxx
- The Basics 8. Hedging with Options 9. Trading with Options 10. Arbitrage with Options 11. Black-Scholes Option Pricing Models 12. Binomial Option Pricing Models 13. Swaps APPENDICES: (i) Glossary of Terms (ii)References
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