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Derivatives [online] : theory and practice / Keith Cuthbertson, Dirk Nitzsche, Niall O’Sullivan

By: CUTHBERTSON, Keith.
Contributor(s): NITZSCHE, Dirk | O’SULLIVAN, Niall.
Material type: materialTypeLabelBookPublisher: Hoboken, NJ : John Wiley, 2020Description: 1 resursă online (xxxii, 880 p.).ISBN: 9781119595663.Subject(s): | DE-Economie | DE-Științe administrative | | cărți străine | cărți achiziții | economie | științe administrative | afaceri | cărți electroniceOnline resources: Acces la textul integral din intranet si contul de acces mobil
Contents:
Derivative Securities Futures Markets Forward and Futures Prices Futures: Hedging and Speculation Index Futures Strategies: Stock Index Futures Currency Forwards and Futures Interest Rates Bond Markets Bonds: Duration and Convexity Interest Rate Futures Hedging with Interest Rate Futures T‐bond Futures Options Markets Uses of Options Black–Scholes Model Option Strategies Stock Options and Stock Index Options Foreign Currency Options Options on Futures BOPM : Introduction BOPM : Implementation BOPM : Extensions Analysis of Black–Scholes Pricing European Options Pricing Options: Monte Carlo Simulation Delta Hedging The Greeks Portfolio Insurance Other Options Exotic Options Energy and Weather Derivatives Interest Rate Swaps Pricing Interest Rate Swaps Other Interest Rate Swaps Currency Swaps Equity Swaps T‐Bond Option, Caps, Floors and Collar Swaptions, Forward Swaps, and MBS Pricing Fixed Income Options: Black's Model and MCS Pricing Fixed Income Derivatives: BOPM Credit Default Swaps (CDS ) Securitisation, ABSs and CDOs Value at Risk VaR : Other Portfolios VaR : Alternative Measures Asset Price Dynamics Black–Scholes PDE Equilibrium Models: Term Structure
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Derivative Securities Futures Markets Forward and Futures Prices Futures: Hedging and Speculation Index Futures Strategies: Stock Index Futures Currency Forwards and Futures Interest Rates Bond Markets Bonds: Duration and Convexity Interest Rate Futures Hedging with Interest Rate Futures T‐bond Futures Options Markets Uses of Options Black–Scholes Model Option Strategies Stock Options and Stock Index Options Foreign Currency Options Options on Futures BOPM : Introduction BOPM : Implementation BOPM : Extensions Analysis of Black–Scholes Pricing European Options Pricing Options: Monte Carlo Simulation Delta Hedging The Greeks Portfolio Insurance Other Options Exotic Options Energy and Weather Derivatives Interest Rate Swaps Pricing Interest Rate Swaps Other Interest Rate Swaps Currency Swaps Equity Swaps T‐Bond Option, Caps, Floors and Collar Swaptions, Forward Swaps, and MBS Pricing Fixed Income Options: Black's Model and MCS Pricing Fixed Income Derivatives: BOPM Credit Default Swaps (CDS ) Securitisation, ABSs and CDOs Value at Risk VaR : Other Portfolios VaR : Alternative Measures Asset Price Dynamics Black–Scholes PDE Equilibrium Models: Term Structure

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