Derivative instruments : a guide to theory and practice
著者
書誌事項
Derivative instruments : a guide to theory and practice
（Quantitative finance series / series editor, Stephen Satchell）
Butterworth-Heinemann, 2003
大学図書館所蔵 件 / 全7件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes 1 CD-ROM
Includes bibliographical references and index
内容説明・目次
内容説明
The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed.This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives.
目次
- Introduction to derivatives
- Overview of bond instruments
- Forewards and futures valuation
- FRA's and interest rate futures
- Bond futures
- Swaps
- Credit derivatives and CDOs
- Equity futures
- Equity swaps
- Equity and equity index options
- Option pricing
- Equity linked structured products
「Nielsen BookData」 より