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

By: Material type: TextTextSeries: World scientific lecture notes in economics ; vol. 1Publication details: Singapore : World Scientific Publishing, c.2015.Edition: 1st edDescription: xi, 219 p. : ill. ; 24 cmISBN:
  • 9789814618427
Subject(s): DDC classification:
  • 332.6457 22 CON
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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Holdings
Item type Current library 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(Opens below)) 25140 Available 000034623
Book - Borrowing Book - Borrowing Central Library First floor Baccah 332.6457 CON (Browse shelf(Opens below)) 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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