Introduction

Introduction to Derivatives

By - Johnson R. Stafford
Floor - Floor 1
Published - Oxford University Press, New York, 2009
ISBN 10 - 019530165X
ISBN 13 - 9780195301656
Book Status - 1 Qnty Available with us.
Subject - Derivat Derivat (Wertpapier)
Shelf No - 17
Call Number - 332.64 JOH
Physical Description - xxxvii, 776 pages :
Book Information
Introduction to Derivatives: Options, Futures, and Swaps offers a comprehensive coverage of derivatives. The text covers a broad range of topics, including basic and advanced option and futures strategies, the binomial option pricing model, the Black-Scholes-Merton model, exotic options, binomial interest rate trees, dynamic portfolio insurance, the management of equity, currency, and fixed-income positions with derivatives, interest rate, currency, and credit default swaps, embedded options, and asset-backed securities and their derivatives. With over 300 end-of-chapter problems and web exercises, an appendix explaining Bloomberg derivative information and functions, and an accompanying software derivatives program, this book has a strong pedagogical content that will take students from a fundamental to an advanced understanding of derivatives.

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