Topics in derivatives:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Norderstedt
Books on Demand GmbH
[2008]
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Physical Description: | 198 S. graph. Darst. 22 cm, 296 gr. |
| ISBN: | 9783833476976 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035005283 | ||
| 003 | DE-604 | ||
| 005 | 20080903 | ||
| 007 | t | ||
| 008 | 080814s2008 gw d||| m||| 00||| eng d | ||
| 015 | |a 08,N27,0290 |2 dnb | ||
| 015 | |a 08,A32,0481 |2 dnb | ||
| 016 | 7 | |a 98918465X |2 DE-101 | |
| 020 | |a 9783833476976 |c kart. : EUR 198.00, sfr 336.60 (freier Pr.) |9 978-3-8334-7697-6 | ||
| 024 | 3 | |a 9783833476976 | |
| 035 | |a (OCoLC)244056972 | ||
| 035 | |a (DE-599)DNB98918465X | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-SH | ||
| 049 | |a DE-384 |a DE-945 |a DE-N2 |a DE-703 | ||
| 082 | 0 | |a 332.6457 |2 22/ger | |
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Fock, John Henning |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Topics in derivatives |c from John Henning Fock |
| 264 | 1 | |a Norderstedt |b Books on Demand GmbH |c [2008] | |
| 300 | |a 198 S. |b graph. Darst. |c 22 cm, 296 gr. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a Zugl.: Augsburg, Univ., Diss., 2007 | ||
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=3125310&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016674613&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-016674613 | |
Record in the Search Index
| _version_ | 1805090928320315392 |
|---|---|
| adam_text |
GESCANNT DURCH TABLE OF CONTENTS LIST OF TABLES 10 LIST OF FIGURES 12
LIST OF SYMBOLS 14 LIST OF ABBREVIATIONS 16 1 INTRODUCTION 19 1.1
MOTIVATION 19 1.2 SETTING AND STRUCTURE 20 2 THEORY OF DERIVATIVES 23
2.1 INTRODUCTION 23 2.2 FORWARDS AND FUTURES 23 2.2.1 FORWARD CONTRACTS
23 2.2.2 FUTURES CONTRACTS 25 2.2.2.1 SPECIFICATION OF FUTURES CONTRACTS
26 2.2.2.2 TRADING OF FUTURES 27 2.2.3 VALUATION 29 2.2.4 EXAMPLES OF
FINANCIAL FUTURES 31 2.2.4.1 DAX FUTURES 31 2.2.4.2 EURO-BUND FUTURES 32
2.3 OPTIONS 34 2.3.1 OPTION PRICING THEORY 34 2.3.1.1 OPTION BASICS 35
2.3.1.2 UPPER AND LOWER BOUNDS OF OPTION PRICES 40 2.3.1.3 PUT-CALL
PARITY 43 2.3.1.4 FACTORS AFFECTING OPTION PRICES 44 2.3.2
OPTION-PRICING MODELS 45 2.3.2.1 BINOMIAL MODEL 46 2.3.2.1.1 ONE-PERIOD
MODEL 46 2.3.2.1.2 RISK NEUTRAL VALUATION 50 2.3.2.1.3 MULTI-PERIOD
MODEL 51 2.3.2.2 BLACK AND SCHOLES MODEL 55 2.3.2.3 IMPLIED VOLATILITY
58 2.3.2.4 GREEKS 60 2.3.2.5 DIVIDENDS 63 2.4 DEBT AND EQUITY AS
DERIVATIVES 65 2.4.1 MODELS FOR PRICING EQUITY AND DEBT 65 2.4.2 BASIC
MODEL OF THE ASSET VALUE 66 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/98918465X DIGITALISIERT DURCH * * |
| adam_txt |
GESCANNT DURCH TABLE OF CONTENTS LIST OF TABLES 10 LIST OF FIGURES 12
LIST OF SYMBOLS 14 LIST OF ABBREVIATIONS 16 1 INTRODUCTION 19 1.1
MOTIVATION 19 1.2 SETTING AND STRUCTURE 20 2 THEORY OF DERIVATIVES 23
2.1 INTRODUCTION 23 2.2 FORWARDS AND FUTURES 23 2.2.1 FORWARD CONTRACTS
23 2.2.2 FUTURES CONTRACTS 25 2.2.2.1 SPECIFICATION OF FUTURES CONTRACTS
26 2.2.2.2 TRADING OF FUTURES 27 2.2.3 VALUATION 29 2.2.4 EXAMPLES OF
FINANCIAL FUTURES 31 2.2.4.1 DAX FUTURES 31 2.2.4.2 EURO-BUND FUTURES 32
2.3 OPTIONS 34 2.3.1 OPTION PRICING THEORY 34 2.3.1.1 OPTION BASICS 35
2.3.1.2 UPPER AND LOWER BOUNDS OF OPTION PRICES 40 2.3.1.3 PUT-CALL
PARITY 43 2.3.1.4 FACTORS AFFECTING OPTION PRICES 44 2.3.2
OPTION-PRICING MODELS 45 2.3.2.1 BINOMIAL MODEL 46 2.3.2.1.1 ONE-PERIOD
MODEL 46 2.3.2.1.2 RISK NEUTRAL VALUATION 50 2.3.2.1.3 MULTI-PERIOD
MODEL 51 2.3.2.2 BLACK AND SCHOLES MODEL 55 2.3.2.3 IMPLIED VOLATILITY
58 2.3.2.4 GREEKS 60 2.3.2.5 DIVIDENDS 63 2.4 DEBT AND EQUITY AS
DERIVATIVES 65 2.4.1 MODELS FOR PRICING EQUITY AND DEBT 65 2.4.2 BASIC
MODEL OF THE ASSET VALUE 66 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/98918465X DIGITALISIERT DURCH * * |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Fock, John Henning |
| author_facet | Fock, John Henning |
| author_role | aut |
| author_sort | Fock, John Henning |
| author_variant | j h f jh jhf |
| building | Verbundindex |
| bvnumber | BV035005283 |
| classification_rvk | QK 660 |
| ctrlnum | (OCoLC)244056972 (DE-599)DNB98918465X |
| dewey-full | 332.6457 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6457 |
| dewey-search | 332.6457 |
| dewey-sort | 3332.6457 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV035005283</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20080903</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">080814s2008 gw d||| m||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">08,N27,0290</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">08,A32,0481</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">98918465X</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783833476976</subfield><subfield code="c">kart. : EUR 198.00, sfr 336.60 (freier Pr.)</subfield><subfield code="9">978-3-8334-7697-6</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783833476976</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)244056972</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB98918465X</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-SH</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-703</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6457</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Fock, John Henning</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Topics in derivatives</subfield><subfield code="c">from John Henning Fock</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Norderstedt</subfield><subfield code="b">Books on Demand GmbH</subfield><subfield code="c">[2008]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">198 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">22 cm, 296 gr.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Augsburg, Univ., Diss., 2007</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=3125310&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016674613&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016674613</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV035005283 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:41:54Z |
| indexdate | 2024-07-20T09:47:37Z |
| institution | BVB |
| isbn | 9783833476976 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016674613 |
| oclc_num | 244056972 |
| open_access_boolean | |
| owner | DE-384 DE-945 DE-N2 DE-703 |
| owner_facet | DE-384 DE-945 DE-N2 DE-703 |
| physical | 198 S. graph. Darst. 22 cm, 296 gr. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Books on Demand GmbH |
| record_format | marc |
| spelling | Fock, John Henning Verfasser aut Topics in derivatives from John Henning Fock Norderstedt Books on Demand GmbH [2008] 198 S. graph. Darst. 22 cm, 296 gr. txt rdacontent n rdamedia nc rdacarrier Zugl.: Augsburg, Univ., Diss., 2007 Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Derivat Wertpapier (DE-588)4381572-8 s DE-604 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3125310&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016674613&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Fock, John Henning Topics in derivatives Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4113937-9 |
| title | Topics in derivatives |
| title_auth | Topics in derivatives |
| title_exact_search | Topics in derivatives |
| title_exact_search_txtP | Topics in derivatives |
| title_full | Topics in derivatives from John Henning Fock |
| title_fullStr | Topics in derivatives from John Henning Fock |
| title_full_unstemmed | Topics in derivatives from John Henning Fock |
| title_short | Topics in derivatives |
| title_sort | topics in derivatives |
| topic | Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Derivat Wertpapier Hochschulschrift |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=3125310&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016674613&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT fockjohnhenning topicsinderivatives |