Financial derivatives :
Constantinides, George M.
Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / George M Constantinides. - 1st ed. - Singapore : World Scientific Publishing, c.2015. - xi, 219 p. : ill. ; 24 cm. - World scientific lecture notes in economics, vol. 1 2382-6118 ; .
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.
9789814618427
Derivative securities.
Options (Finance)
Swaps (Finance)
332.6457 / CON
Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / George M Constantinides. - 1st ed. - Singapore : World Scientific Publishing, c.2015. - xi, 219 p. : ill. ; 24 cm. - World scientific lecture notes in economics, vol. 1 2382-6118 ; .
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.
9789814618427
Derivative securities.
Options (Finance)
Swaps (Finance)
332.6457 / CON