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Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / George M Constantinides.

By: Constantinides, George M.
Material type: materialTypeLabelBookSeries: World scientific lecture notes in economics, vol. 1.Publisher: Singapore : World Scientific Publishing, c.2015Edition: 1st ed.Description: xi, 219 p. : ill. ; 24 cm.ISBN: 9789814618427.Subject(s): Derivative securities | Options (Finance) | Swaps (Finance) | | BAEPS, Business Administration October2016 November2016DDC classification: 332.6457
Contents:
Introduction to forward and futures contracts -- Pricing forwards and futures -- Interest rate and currency swaps -- Introduction to options and no-arbitrage restrictions -- Trading strategies and slope and convexity restrictions -- Optimal early exercise of american options -- Binomial option pricing -- Using the binomial model -- The Black Scholes Merton Option : pricing formula.
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Item type Current location Collection Call number Vol info Status Notes Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library
First floor
Baccah 332.6457 CON (Browse shelf) 25140 Available 000034623
Book - Borrowing Book - Borrowing Central Library
First floor
Baccah 332.6457 CON (Browse shelf) 25846 Available vol. 1 000045195
Total holds: 0

Introduction to forward and futures contracts -- Pricing forwards and futures -- Interest rate and currency swaps -- Introduction to options and no-arbitrage restrictions -- Trading strategies and slope and convexity restrictions -- Optimal early exercise of american options -- Binomial option pricing -- Using the binomial model -- The Black Scholes Merton Option : pricing formula.

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