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Genre/Form: | Einführung |
---|---|
Material Type: | Internet resource |
Document Type: | Book, Computer File, Internet Resource |
All Authors / Contributors: |
R Stafford Johnson |
ISBN: | 9780195301656 019530165X |
OCLC Number: | 163593994 |
Description: | xxxvii, 776 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.) |
Contents: | PART I: OPTION STRATEGIES AND MARKETS -- 1. Option Concepts and Fundamental Strategies -- 2. The Option Market -- 3. Option Strategies -- PART II: OPTION PRICING -- 4. Fundamental Option Price Relations -- 5. The Binomial Option Pricing Model -- 6. The Binomial Pricing -- 7. The Binomial Pricing of Options on Currencies and Bonds -- 8. The Black-Scholes Option Pricing Model -- 9. Applications of the Option Pricing Model, the Greeks, and Exotic Options -- PART III: FUTURES AND FUTURES OPTION CONTRACTS -- 10. Futures and Forward Contracts -- 11. Pricing Futures and Forward Contracts -- 12. Options on Futures Contracts -- PART IV: MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES -- 13. Managing Equity Positions with Stock Index Derivatives -- 14. Managing Foreign Currency Positions with Derivatives -- 15. Managing Fixed-Income Positions With Interest-Rate -- 16. Managing Fixed-Income Positions With OTC Derivatives -- 17. Interest Rate Swaps -- PART V: SWAPS -- 18. Swap Derivatives: Forward Swaps and Swaptions -- 19. Swap Valuation -- 20. Currency and Credit Swaps -- PART VI: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES -- 21. Embedded Options -- 22. Mortgage- and Asset-Backed Securities and Their Derivatives. |
Responsibility: | R. Stafford Johnson. |
More information: |
Abstract:
Derivatives: Markets, Strategies, and Applications provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models.
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Related Subjects:(6)
- Derivative securities.
- Options (Finance)
- Futures.
- Swaps (Finance)
- Derivaten (financiën)
- Derivat (Wertpapier)
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