Derivative securities

Author(s)

• Jarrow, Robert A.
• Turnbull, Stuart M. (Stuart McLean)

Bibliographic Information

Derivative securities

Robert Jarrow, Stuart Turnbull

South-Western College Pub., c2000

2nd ed

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

by "Nielsen BookData"

Details

• NCID: BA48362026
• ISBN:
  • 0538877405
• LCCN: 99046348
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cincinnati, Ohio
• Pages/Volumes: xx, 684 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.A3
  • DC21 : 332.63/2
• Subject Headings:
  • LCSH : Derivative securities