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Derivatives : markets, valuation, and risk management /
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create ri...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
©2006.
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| Colección: | The Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Front Matter
- Derivative Markets. Derivative Contracts and Markets
- Fundamentals of Valuation. Assumptions and Interest Rate Mechanics
- Relation between Return and Risk
- Forwards/Futures/Swap Valuation. No-Arbitrage Price Relations: Forwards, Futures, Swaps
- Risk Management Strategies: Futures
- Option Valuation. No-Arbitrage Price Relations: Options
- Valuing Standard Options Analytically
- Valuing Nonstandard Options Analytically
- Valuing Options Numerically
- Risk Management Strategies: Options
- Stock Derivatives. Stock Products
- Corporate Securities
- Compensation Agreements
- Stock Index Derivatives. Stock Index Products: Futures and Options
- Stock Index Products: Strategy Based
- Currency Derivatives. Currency Products
- Interest Rate Derivatives. Interest Rate Products: Futures and Options
- Interest Rate Products: Swaps
- Credit Products
- Valuing Interest Rate Products Numerically
- Commodity Derivatives. Commodity Products
- Lessons Learned. Key Lessons
- Elementary Statistics
- Regression Analysis
- Statistical Tables
- Glossary of Derivatives-Related Terms.