Introduction to derivatives : options, futures, and swaps (Book, 2009) [WorldCat.org]
skip to content
New WorldCat.org coming soon
Introduction to derivatives : options, futures, and swaps
Checking...

Introduction to derivatives : options, futures, and swaps

Author: R Stafford Johnson
Publisher: New York : Oxford University Press, 2009.
Edition/Format:   Print book : CD for computer : EnglishView all editions and formats
Summary:

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...

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Handbooks, manuals, etc
Problems, exercises, etc
Guides, manuels, etc
Problèmes et exercices
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: R Stafford Johnson
ISBN: 9780195301656 019530165X
OCLC Number: 502919739
Notes: Titre du disque optique compact : Excel based worksheets to accompany Introduction to derivatives : options, futures, and swaps.
Description: xxxvii, 776 pages + 1 disque optique compact (DOC) ; 12 cm (localisé au Comptoir du prêt)
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
Other Titles: Excel based worksheets to accompany Introduction to derivatives : options, futures, and swaps.
Responsibility: R. Stafford Johnson.
More information:

Reviews

Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.