Derivative securities
著者
書誌事項
Derivative securities
South-Western College Pub., c2000
2nd ed
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
This text offers advanced undergraduates, MBA students and executives the theory and the practical tools needed to price and hedge derivatives in the professional marketplace. The author makes the theory and practice of pricing and hedging derivative securities accessible to mainstream students in a comprehensive manner.
目次
- Introduction to derivatives
- simple arbitrage relationships for forward and futures contracts
- simple arbitrage relationships for options
- asset price dynamics
- the binomial pricing model
- martingale pricing
- American options
- the
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