Financial derivatives : an introduction to futures, forwards, options and swaps

著者

• Redhead, Keith

書誌事項

Financial derivatives : an introduction to futures, forwards, options and swaps

Keith Redhead

Prentice Hall, 1997

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

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA37015654
• ISBN:
  • 013241399X
• LCCN: 96020800
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: London ; New York ; Tokyo
• ページ数/冊数: xiv, 377 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 338.1
  • LCC : HG6024.3
  • DC20 : 332.64/5
• 件名:
  • LCSH : Financial futures
  • LCSH : Derivative securities