Derivatives
Options, Futures, and Swaps
- Publisher's listprice GBP 201.99
-
96 500 Ft (91 905 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 10% (cc. 9 650 Ft off)
- Discounted price 86 850 Ft (82 715 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
96 500 Ft
Availability
Only to order.
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher OUP USA
- Date of Publication 24 July 2008
- ISBN 9780195301656
- Binding Hardback
- No. of pages816 pages
- Size 206x257x33 mm
- Weight 1678 g
- Language English
- Illustrations 200 line illustrations 0
Categories
Short description:
Derivatives: Markets, Strategies, and Applications provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models.
MoreLong description:
Since the 1970s, the U.S. economy has experienced relatively sharp swings in stock prices, interest rates, and exchange rates, which has increased the exposure of many debt, equity, and currency positions to market risk. Faced with this risk, many institutional investors have increased their use of futures, option contracts, and other derivative securities.
Derivatives: Markets, Strategies, and Applications provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models.
Including more than 300 end-of-chapter problems and web exercises at the end of most chapters, Derivatives is ideal for advanced undergraduate, MBA, and MS courses in finance, and serves as an excellent reference for professionals in equity and debt management.
Table of Contents:
List of Exhibits
List of Figures
List of Tables
Preface
PART I: OPTION STRATEGIES AND MARKETS
1: Option Concepts and Fundamental Strategies
2: The Option Market
3: Option Strategies
PART II: OPTION PRICING
4: Fundamental Option Price Relations
5: The Binomial Option Pricing Model
6: The Binomial Pricing of Options on Dividend-Paying Stocks and Stock Indices
7: The Binomial Pricing of Options on Currencies and Bonds
8: The Black Scholes Option Pricing Model
9: Applications of the Option Pricing Model, The Greeks, and Exotic Options
PART III: FUTURES AND FUTURES OPTION CONTRACTS
10: Futures and Forward Contracts
11: Pricing Futures and Forward Contracts
12: Options on Futures Contracts
PART IV: MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES
13: Managing Equity Positions with Stock Index Derivatives
14: Managing Foreign Currency Positions with Derivatives
15: Managing Fixed-Income Positions with Interest-Rate Derivatives
16: Managing Fixed-Income Positions with OTC Derivatives
PART IV: SWAPS
17: Interest Rate Swaps
18: Swap Derivatives: Forward Swaps and Swaptions
19: Swap Valuation
20: Currency and Credit Swaps
PART V: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES
21: Embedded Options
22: Mortgage and Asset-Backed Securities and Their Derivatives
APPENDIX A: Exponents and Logarithms
APPENDIX B: Statistical Concepts
APPENDIX C: Bond Fundamentals
APPENDIX D: Guide to Derivative Excel Programs
APPENDIX E: Guide to Bloomberg's Derivative Information and Programs
ANSWERS TO SELECTED END-OF-THE- PROBLEMS
GLOSSERY OF TERMS
Index
