Derivative securities
Author(s)
Bibliographic Information
Derivative securities
South-Western College Pub., c2000
2nd ed
Available at 18 libraries
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
Table of Contents
- 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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