Introduction to derivatives : options, futures, and swaps (Book, 2009) [WorldCat.org]
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Introduction to derivatives : options, futures, and swaps
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Introduction to derivatives : options, futures, and swaps

Author: R Stafford Johnson
Publisher: New York, NY : Oxford University Press, 2009
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Since the 1970s, the U.S. economy has experienced relatively sharp swings in stock prices, interest rates, and exchange rates, which has increased the exposure of many debt, equity, and currency positions to market risk. Faced with this risk, many institutional investors have increased their use of futures, option contracts, and other derivative securities. Derivatives: Markets, Strategies, and Applications provides  Read more...
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Document Type: Book
All Authors / Contributors: R Stafford Johnson
ISBN: 9780195301656 019530165X
OCLC Number: 474178296
Description: xxxvii, 776 s. : illustrations + 1 cd-rom i lomme
Contents: LIST OF EXHIBITS; List of Figures; List of Tables; Preface; 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 of Options on Dividend-Paying Stocks and Stock Indices; 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 Derivatives; 16: Managing Fixed-Income Positions with OTC Derivatives; PART IV: SWAPS; 17: Interest Rate Swaps; 18: Swap Derivatives: Forward Swaps and Swaptions; 19: Swap Valuation; 20: Currency and Credit Swaps; PART V: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES; 21: Embedded Options; 22: Mortgage and Asset-Backed Securities and Their Derivatives; APPENDIX A: Exponents and Logarithms; APPENDIX B: Statistical Concepts; APPENDIX C: Bond Fundamentals; APPENDIX D: Guide to Derivative Excel Programs; APPENDIX E: Guide to Bloomberg's Derivative Information and Programs; ANSWERS TO SELECTED END-OF-THE- PROBLEMS; GLOSSERY OF TERMS; Index
Responsibility: R. Stafford Johnson

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  Read more...

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