Options hedging & arbitrage:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chicago, Ill.
Probus Publ.
1992
|
| Series: | An institutional investor publication
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VII, 258 S. graph. Darst. |
| ISBN: | 1557382565 |
Staff View
MARC
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Record in the Search Index
| _version_ | 1804123901908746240 |
|---|---|
| adam_text | Contents
Preface v
Chapter 1 Setting the Scene 1
Chapter 2 The Time Value of Money and Discounted
Cash Flow (DCF) Analysis 9
Chapter 3 An Introduction to Forward Pricing
and the Arbitrage Pricing Method 23
Chapter 4 Pricing a Stock Future 41
Chapter 5 Further Excursions in Forward
and Futures Pricing 55
ill
iv Contents
Chapter 6 Discounting and Arbitrage Pricing
at Work 69
Chapter 7 Risk and Reward: The Fundamental
Relationship 85
Chapter 8 The Do It Yourself Option Pricing
Model—A Marriage of Finance and
Gaming Theory 97
Chapter 9 An Introduction to Options 109
Chapter 10 Warrants 139
Chapter 11 Convertible Debentures 155
Chapter 12 Constructing an Option Pricing Model 173
Chapter 13 The Continuous Time Option
Pricing Model 195
Chapter 14 Use of the Continuous Time Option
Pricing Model 217
Chapter 15 Debt and Equity Securities as Options 227
Chapter 16 An Appraisal of the Option Pricing
Models—Three Sources of Doubt 237
Further Reading 249
Index 251
|
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| id | DE-604.BV009560203 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:37:08Z |
| institution | BVB |
| isbn | 1557382565 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006317245 |
| oclc_num | 25321368 |
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| owner | DE-945 |
| owner_facet | DE-945 |
| physical | VII, 258 S. graph. Darst. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Probus Publ. |
| record_format | marc |
| series2 | An institutional investor publication |
| spelling | Eades, Simon Verfasser aut Options hedging & arbitrage Simon Eades Chicago, Ill. Probus Publ. 1992 VII, 258 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier An institutional investor publication Arbitrage Hedging (Finance) Options (Finance) Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Hedging (DE-588)4123357-8 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf Hedging (DE-588)4123357-8 s Arbitrage (DE-588)4002820-3 s DE-604 Optionspreistheorie (DE-588)4135346-8 s 1\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006317245&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Eades, Simon Options hedging & arbitrage Arbitrage Hedging (Finance) Options (Finance) Optionspreistheorie (DE-588)4135346-8 gnd Hedging (DE-588)4123357-8 gnd Arbitrage (DE-588)4002820-3 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4123357-8 (DE-588)4002820-3 |
| title | Options hedging & arbitrage |
| title_auth | Options hedging & arbitrage |
| title_exact_search | Options hedging & arbitrage |
| title_full | Options hedging & arbitrage Simon Eades |
| title_fullStr | Options hedging & arbitrage Simon Eades |
| title_full_unstemmed | Options hedging & arbitrage Simon Eades |
| title_short | Options hedging & arbitrage |
| title_sort | options hedging arbitrage |
| topic | Arbitrage Hedging (Finance) Options (Finance) Optionspreistheorie (DE-588)4135346-8 gnd Hedging (DE-588)4123357-8 gnd Arbitrage (DE-588)4002820-3 gnd |
| topic_facet | Arbitrage Hedging (Finance) Options (Finance) Optionspreistheorie Hedging |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006317245&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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