Derivative products & pricing
著者
書誌事項
Derivative products & pricing
（The swaps & financial derivatives library）（Wiley finance series）
John Wiley & Sons (Asia), 2006
3rd ed., rev
- タイトル別名
-
Derivative products and pricing
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
Rev. ed. of v. 1 of: Swaps/financial derivatives. Singapore : Wiley, 2004
Includes bibliographical references and index
内容説明・目次
内容説明
Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
目次
Introduction. ROLE AND FUNCTION OF DERIVATIVES. 1. Financial Derivatives Building Blocks - Forward & Option Contracts. DERIVATIVE INSTRUMENTS. 2. Exchange-Traded Products - Futures & Options On Futures Contracts. 3. Over-The-Counter Products - FRAs, Interest Rate Swaps, Caps/Floors, Currency Forwards, Currency Swaps, Currency Options. PRICING & VALUING DERIVATIVE INSTRUMENTS. 4. Derivatives Pricing Framework. 5. Interest Rates & Yield Curves. 6. Pricing Forward & Futures Contracts. 7. Option Pricing. 8. Interest Rate Options Pricing. 9. Estimating Volatility & Correlation. 10. Pricing Interest Rate & Currency Swaps. 11. Swap Spreads. DERIVATIVE TRADING & PORTFOLIO MANAGEMENT. 12. Derivatives Trading & Portfolio Management. 13. Hedging Interest Rate Risk - Individual Instruments. 14. Hedging Interest Rate Risk - Portfolios. 15. Measuring Option Price Sensitivities - The Greek Alphabet of Risk. 16. Delta Hedging/Management of Option Portfolios. Index.
「Nielsen BookData」 より