| 청구기호 |
332.64 J37a |
| 판사항 |
First Edition.
|
| 형태사항 |
1 volume (various pagings) : illustrations (some color) ; 26 cm
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references (pages R1-R7) and index.
|
| 내용 |
Preface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management -- .
|
| 주제 |
Derivative securities.
Financial institutions.
Capital market.
Risk management.
INTRODUCTION
DERIVATIVE
SECURITIES
FINANCIAL
MARKETS
RISK
MANAGEMENT
|
| LCCN |
2012048956
|
| ISBN |
9780393913071 (hbk.)
, 0393913074 (hbk.)
|
| QR CODE |
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