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Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / George M Constantinides, University of Chicago Booth School of Business, USA.

By: Material type: TextTextLanguage: English Series: World scientific lecture notes in economics ; vol. 1Publication details: New Jersey : World Scientific, 2015.Description: xi, 219 pages ; 24 cmISBN:
  • 9789814618410 (hardcover: alk. paper)
  • 9789814618427 (pbk.: alk. paper)
Subject(s): DDC classification:
  • 332.6457 23 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. 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 Status Date due Barcode
General Books General Books CUTN Central Library Social Sciences Non-fiction 332.6457 CON (Browse shelf(Opens below)) Available 37486

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. 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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