Derivative securities:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cincinnati, Ohio
South Western College Publ.
1996
|
| Ausgabe: | 1. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXI, 686 S. graph. Darst. 1 Diskette |
| ISBN: | 0538842555 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV011272003 | ||
| 003 | DE-604 | ||
| 005 | 20140404 | ||
| 007 | t | ||
| 008 | 970326s1996 d||| |||| 00||| eng d | ||
| 020 | |a 0538842555 |9 0-538-84255-5 | ||
| 035 | |a (OCoLC)33243598 | ||
| 035 | |a (DE-599)BVBBV011272003 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-19 |a DE-91G |a DE-355 | ||
| 050 | 0 | |a HG6024.A3 | |
| 082 | 0 | |a 332.63/2 |2 21 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a MAT 902f |2 stub | ||
| 100 | 1 | |a Jarrow, Robert A. |d 1952- |e Verfasser |0 (DE-588)129325600 |4 aut | |
| 245 | 1 | 0 | |a Derivative securities |c Robert Jarrow ; Stuart Turnbull |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Cincinnati, Ohio |b South Western College Publ. |c 1996 | |
| 300 | |a XXI, 686 S. |b graph. Darst. |e 1 Diskette | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Effectenhandel |2 gtt | |
| 650 | 7 | |a Termijnhandel |2 gtt | |
| 650 | 4 | |a Derivative securities | |
| 650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
| 689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | 1 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Turnbull, Stuart |e Verfasser |4 aut | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007569420&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-007569420 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804125776375709696 |
|---|---|
| adam_text | Contents
Preface v
1 Introduction to Derivative Securities i
1.0 Introduction 1
^ 1.1 Forward Contracts 2
1.1.1 Formalization 3
XI .2 Futures Contracts 5
1.2.1 Standardization 5
1.2.2 Clearing House 7
1.2.3 Settlement Price 8
1.2.4 Daily Settlement and Margins 8
1.2.5 Regulation 9
1.2.6 Why Standardization? Why Daily Settlement: 10
1.2.7 Basis 11
1.2.8 Newspaper Quotes 12
X1.3 Options 14
1.3.1 Call Options 14
1.3.2 Put Options 16
1.3.3 American Versus European Options 18
1.4 Organized Option Markets 19
1.5 Option Newspaper Quotes 21
1.6 Interest Rates and Bond Prices 22
1.6.1 Zero Coupon Bond Prices 22
1.6.2 Discount Rates 23
XI
xii Contents
1.6.3 Simple Interest Rates 24
1.6.4 Discretely Compounded Interest Rates 25
1.6.5 Continuously Compounded Interest Rates 28
1.7 Summary 29
K 2J Simple Arbitrage Relationships for Forward and Futures
V_/ Contracts 33
2.0 Introduction 33
2.1 Definition of Arbitrage 33
2.2 Assumptions 34
2.3 Forward and Spot Prices 36
2.3.1 No Cash Flows on the Underlying Asset Over the Life of the
Forward Contract 36
2.3.2 Formal Derivation (Cash and Carry) 38
2.3.3 Value of a Forward Contract 40
2.4 Known Cash Flows to the Underlying Asset 41
2.4.1 Formal Derivation 43
2.4.2 Value of a Forward Contract 44
2.5 Forward Contracts on Constant Dividend Yield
and Interest Paying Assets 45
2.5.1 Forward Contracts on a Stock Index 46
2.5.2 Foreign Exchange Forward Contracts 47
2.6 Forward Contracts on Commodities 50
2.6.1 Storage Costs 51
2.6.2 Convenience Value 53
2.6.3 The Implied Repo Rate 54
2.7 Forward and Futures Prices 55
2.7.1 Equality of Forward and Futures Prices 58
2.7.2 Empirical Evidence 60
2.8 Summary 61
Koy Simple Arbitrage Relationships for Options 68
^ ^ 3.O Introduction 68
3.1 Call Options 68
3.2 Put Options 74
3.3 Relationship Between European Call and Put Options 79
3.4 Relationship Between American Call and Put Options 82
3.5 Summary 84
Contents xiii
4 Asset Price Dynamics 90
4.O Introduction 90
4. f The Lognormal Distribution 91
4.2 The Basic Idea (Binomial Pricing) 97
4.3 Formal Description (Binomial Pricing) 99
4.4 The Binomial Approximation to the Lognormal Distribution 100
4.5 Extensions 105
4.6 Stochastic Differential Equation Representation 105
4.7 Complications 107
4.8 Summary 108
f 5 ) The Binomial Pricing Model 115
5.0 Introduction 115
5.1 Single Period Example 116
5.2 Multiperiod Example 120
5.3 The Binomial Pricing Model 124
5.3.1 The Binomial Model 125
5.3.2 Constructing the Synthetic Option 125
5.3.3 Risk Neutral Valuation 128
5.3.4 Put Options 133
5.4 Hedge Ratio (Delta) 134
5.5 Lattice Parameters 136
5.6 The Black Scholes Option Pricing Model 138
5.7 Forward and Futures Prices 140
5.7.1 Formalization 146
5.8 Replicating an Option on Spot With Futures 149
5.8.1 Formalization 151
5.8.2 Hedge Ratios 152
5.9 Summary 153
6 Martingale Pricing 160
6.0 Introduction 160
6.1 Relative Prices and Martingales 160
6.1.1 The Money Market Account 161
6.1.2 Risk Neutral Valuation 162
xiv Contents
6.2 Martingales and No Arbitrage 162
6.3 Futures Prices 166
6.3.1 Formal Description 170
6.4 Summary 171
7 American Options iso
7.0 Introduction 180
7.1 Cum Dividend/Ex Dividend Prices 181
7.2 American Call Options 183
7.2.1 No Dividends 183
7.2.1.1 Time Value 183
7.2.1.2 No Early Exercise 185
7.2.2 Dividends 186
7.2.2.1 Timing 186
7.2.2.2 The Exercise Decision 187
7.3 American Put Options 188
7.3.1 Time Value 188
7.3.2 Dividends 189
7.4 Valuation 192
7.4.1 American Call Options 192
7.4.2 Computational Complexity 196
7.4.3 American Put Options 197
7.5 Options on Forward Contracts 200
7.5.1 Call Options 201
7.5.2 Put Options 203
7.5.3 Valuation 204
7.6 Summary 207
r8/ The Black Scholes Model 213
8.0 Introduction 213
8.1 Continuous time Representation of Stock Price Changes 214
8.2 Interest Rates 216
8.3 The Equivalent Martingale Probability Distribution 216
8.4 European Options 218
8.5 Hedging 220
8.6 Properties of the Black Scholes Model 226
Contents xv
8.7 Use of the Black Scholes Model 229
8.7.1 Historic Volatility 230
8.7.2 Implied Volatility 233
8.8 Option Strategies 235
8.9 Partial Differential Equation 237
8.9.1 Derivation 237
8.9.2 Delta, Gamma and Theta 238
8.10 Summary 238
9 Extensions to the Black Scholes Model 254
9.0 Introduction 254
9.1 Known Dividend Model 254
9.2 Pseudo American Model 258
9.3 The Roll Model 260
9.4 Constant Dividend Yield Model 262
9.5 Options on Futures and Forward Contracts 264
9.5.1 Futures Contracts 264
9.5.2 Forward Contracts 267
9.6 Summary 268
1 O Replication and Risk Exposure With Model
MlSSPECIFICATION 275
10.O Introduction 275
10.1 Problems With Delta Hedging 275
10.2 A General Approach 281
10.3 Delta Hedging 285
10.3.1 The Delta Neutral Position 286
10.3.2 Formalization 287
10.4 Delta Gamma Hedging 288
10.4.1 Formalization 291
10.4.2 Theta IVeutral 292
10.5 Delta Gamma Vega Hedging 293
10.5.1 Formalization 295
10.6 Model Misspecification 296
10.7 Summary 297
xvi Contents
1 1 Foreign Currency 304
1 1.0 Introduction 304
11.1 Foreign Currency Derivatives 305
11.1.1 Foreign Currency Options 305
Quotes 305
Payoff Definitions 305
Cross Rate Options 307
11.1.2 Options on Foreign Currency Futures 307
11.1.3 Uses of Currency Derivatives 310
1 1.2 Single Period Example 311
11.3 Multiperiod Extension 315
11.4 Formalization 318
11.4.1 Martingale Pricing 319
11.4.2 Risk Neutral Valuation 320
11.4.3 Replicating Portfolio 320
1 1.5 Lattice Parameters 321
11.6 Closed Form Solutions (Modified Black Scholes) 325
11.7 American Options 330
1 1.8 Options on Foreign Currency Futures 335
11.8.1 Closed Form Solutions 336
1 1.9 Replicating Options on Spot with Futures 337
1 1.10 Summary 342
1 2 Stock Indices, and Commodities 352
12.O Introduction 352
1 2.1 Derivatives on Stock Market Indexes 352
12.2 Stock Market Index Futures 354
12.2.1 Futures Prices 355
12.3 Spread Trading 357
12.3.1 Same Index 357
12.3.2 Different Indexes 358
12.4 Index Options 359
12.S Pricing Index Options 363
12.5.1 Binomial Pricing Model 363
12.5.2 Closed Form Solutions 366
12.5.3 Discrete Dividends 367
12.5.4 Synthetic Options 368
Contents xvii
12.5.5 Circuit Breakers 370
12.5.6 The Wildcard Card Option 371
12.6 Options on Index Futures 371
12.6.1 Pricing Index Futures Options 373
12.7 Commodity Derivatives 373
12.7.1 Futures Prices 373
12.7.2 Futures Options 376
12.8 Summary 379
1 3 Interest Rate Contracts 386
13.O Introduction 386
13.1 Zero Coupon Bonds 387
13.1.1 Discount Rates 387
13.1.2 Simple Interest Rates 388
13.1.3 Continuously Compounded Interest Rates 389
13.2 Coupon Bonds 390
13.2.1 Pricing 390
13.2.2 Yield to Maturity 391
13.2.3 Quotes 394
13.2.4 Floating Rate Notes 396
13.3 The Term Structure of Default Free Interest Rates 397
13.3.1 Forward Rates 398
13.3.2 Formalization 399
13.3.3 Par Bond Yield Curve 402
13.3.4 Computing the Zero Coupon Yield Curve 404
13.4 Traditional Measures of Interest Rate Risk 405
13.4.1 Duration 405
13.4.2 Convexity 408
13.4.3 Limitations of Analysis 410
13.5 Treasury Bill Futures 410
13.6 Eurodollar Contracts 412
13.6.1 Forward Rate Agreements (FRAs) 412
13.6.2 Formalization 413
13.6.3 Futures Contracts 415
13.7 Treasury Bond and Note Futures 417
13.7.1 The Delivery Process 419
13.8 Treasury Bond Futures 419
13.8.1 Conversion Factors 420
13.8.2 Cheapest to Deliver 422
xviii Contents
13.8.3 Wild Card Option 424
13.8.4 Timing Option 424
13.9 Summary 424
/14) Swaps 431
14^0 Introduction 431
nA.yy Interest Rate Swaps 431
^— ^ 14.1.1 Pricing Schedules 433
14.1.2 Warehousing 434
14.1.3 Valuation 434
14.1.4 Par Swap 437
14.1.5 Variants of Interest Rate Swaps 439
14.2 Foreign Currency Swaps 439
14.2.1 Valuation of Currency Swaps 441
_ 14.2.2 Variants of Foreign Currency Swaps 444
1 4.3N Commodity Swaps 444
14.3.1 Valuation of Commodity Swaps 445
14.3.2 Variants of Commodity Swaps 446
14.4 Equity Swaps 447
14.4.1 Valuation 448
14.4.2 Variants of the Basic Equity Swap 449
14.S Summary 450
1 5 Interest Rate Derivatives 455
1 S.O Introduction 455
1 S. 1 Construction of the Lattice 456
15.2 Spot Rate Process 463
15.2.1 Normal Distribution 463
15.2.2 Lognormal Distribution 467
1 5.3 Valuing Options on Treasury Bills 472
15.3.1 Put Options 473
15.3.2 Replicating Portfolio 474
15.3.3 Call Options 476
15.3.4 Put Call Parity 477
15.4 Treasury Bill Futures 477
15.4.1 Pricing 477
15.4.2 Hedging 479
15.5 Summary 481
Contents xix
1 6 Pricing Treasury Bills, Treasury Bonds, Treasury
Futures, and Hedging with Model Misspecification 487
16.O Introduction 487
16.1 The Heath, Jarrow, and Morton Model 488
16.1.1 Mean Reversion/Volatility Reduction 490
16.2 Hedging Treasury Bills 490
16.2.1 Hedge Ratio (Delta) 492
16.2.2 Gamma Hedging 497
16.2.3 Gamma and Convexity 498
16.3 Hedging Treasury Bonds 501
16.4 Treasury Bill Futures 503
16.4.1 Hedging 505
16.4.2 Hedge Ratio (Delta) 506
16.4.3 Gamma Hedging 509
16.5 Treasury Bond Futures 510
16.6 Summary 513
1 7 Pricing Interest Rate Options and Hedging with Model
Misspecification 520
17.O Introduction 520
1 7.1 Options on Treasury Bills 521
17.1.1 Pricing 521
17.1.2 Hedging 524
1 7.2 Caps, Floors and Collars 526
17.2.1 Caps and Caplets 526
17.2.2 Floors and Collars 530
17.2.3 The Black Model for Caps and Floors 532
1 7.3 Options on Treasury Bonds 535
17.3.1 Swaptions 538
1 7.4 Options on Treasury Bill Futures 543
1 7.5 Options on Treasury Bond Futures 546
17.6 Summary 550
1 8 Credit Risk 555
18.O Introduction 555
18.1 Pricing Credit Risky Bonds 556
18.1.1 Lattice of Default Free Interest Rates 558
18.1.2 Risky Debt 559
xx Contents
18.1.3 Credit Risky Debt 560
18.1.4 Formalization 567
18.1.5 Interpretation of Expression (18.10) 570
18.2 Pricing Options on Credit Risky Bonds 570
18.2.1 Formalization 572
18.2.2 Hedging 573
18.3 Pricing Vulnerable Derivatives 574
18.3.1 Formalization 576
18.3.2 Hedging 579
1 8.4 Valuation of a Swap 580
18.S Credit Default Swap 583
18.6 Regulation 586
18.6.1 Bank of International Settlement (B.I.S.) 587
18.6.2 Recent Developments 588
18.7 Summary 590
(1 9)Non Standard (Exotic) Options 597
19.O Introduction 597
19.1 European Digital (Binary) Options 598
19.1.1 Hedging 601
19.1.2 Gap Options 605
19.2 Paylater Options 608
19.3 Compound Options 612
19.3.1 Options on a Call 612
19.3.2 Options on a Put 613
19.4 Chooser Options 616
19.5 Options on the Minimum or Maximum of Two Risky
Outcomes 619
19.5.1 Formalization 620
19.5.2 Call Option on the Minimum 620
19.5.3 Put Option on the Minimum 621
19.5.4 Call Option on the Maximum 622
19.5.5 Put Option on the Maximum 624
19.6 Summary 626
2O Non Standard (Exotic) Options: Path Dependent 632
20.0 Introduction 632
20.1 Barrier Options 632
20.1.1 Down and Out Options 633
20.1.2 Down and In Options 638
Contents xxi
20.1.3 Up and Out Options 641
20.1.4 Up and In Options 643
20.2 Lookback Options 645
20.2.1 Standard Lookback Options 645
20.2.2 Options on Extrema 648
20.3 Average Options 651
20.4 Summary 657
Glossary of Symbols 663
Glossary of Terms 667
Index 677
|
| any_adam_object | 1 |
| author | Jarrow, Robert A. 1952- Turnbull, Stuart |
| author_GND | (DE-588)129325600 |
| author_facet | Jarrow, Robert A. 1952- Turnbull, Stuart |
| author_role | aut aut |
| author_sort | Jarrow, Robert A. 1952- |
| author_variant | r a j ra raj s t st |
| building | Verbundindex |
| bvnumber | BV011272003 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 |
| callnumber-search | HG6024.A3 |
| callnumber-sort | HG 46024 A3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 600 QK 660 |
| classification_tum | MAT 902f |
| ctrlnum | (OCoLC)33243598 (DE-599)BVBBV011272003 |
| dewey-full | 332.63/2 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2 |
| dewey-search | 332.63/2 |
| dewey-sort | 3332.63 12 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01815nam a2200469 c 4500</leader><controlfield tag="001">BV011272003</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20140404 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">970326s1996 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0538842555</subfield><subfield code="9">0-538-84255-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)33243598</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011272003</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="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/2</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</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">MAT 902f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jarrow, Robert A.</subfield><subfield code="d">1952-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)129325600</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Derivative securities</subfield><subfield code="c">Robert Jarrow ; Stuart Turnbull</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cincinnati, Ohio</subfield><subfield code="b">South Western College Publ.</subfield><subfield code="c">1996</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXI, 686 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="e">1 Diskette</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="650" ind1=" " ind2="7"><subfield code="a">Effectenhandel</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Termijnhandel</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</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)4123623-3</subfield><subfield code="a">Lehrbuch</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="1"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Turnbull, Stuart</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ 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=007569420&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007569420</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV011272003 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:06:56Z |
| institution | BVB |
| isbn | 0538842555 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007569420 |
| oclc_num | 33243598 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-355 DE-BY-UBR |
| owner_facet | DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-355 DE-BY-UBR |
| physical | XXI, 686 S. graph. Darst. 1 Diskette |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | South Western College Publ. |
| record_format | marc |
| spelling | Jarrow, Robert A. 1952- Verfasser (DE-588)129325600 aut Derivative securities Robert Jarrow ; Stuart Turnbull 1. ed. Cincinnati, Ohio South Western College Publ. 1996 XXI, 686 S. graph. Darst. 1 Diskette txt rdacontent n rdamedia nc rdacarrier Effectenhandel gtt Termijnhandel gtt Derivative securities Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Derivat Wertpapier (DE-588)4381572-8 s Optionspreistheorie (DE-588)4135346-8 s 1\p DE-604 Turnbull, Stuart Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007569420&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 | Jarrow, Robert A. 1952- Turnbull, Stuart Derivative securities Effectenhandel gtt Termijnhandel gtt Derivative securities Optionspreistheorie (DE-588)4135346-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4381572-8 (DE-588)4123623-3 |
| title | Derivative securities |
| title_auth | Derivative securities |
| title_exact_search | Derivative securities |
| title_full | Derivative securities Robert Jarrow ; Stuart Turnbull |
| title_fullStr | Derivative securities Robert Jarrow ; Stuart Turnbull |
| title_full_unstemmed | Derivative securities Robert Jarrow ; Stuart Turnbull |
| title_short | Derivative securities |
| title_sort | derivative securities |
| topic | Effectenhandel gtt Termijnhandel gtt Derivative securities Optionspreistheorie (DE-588)4135346-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Effectenhandel Termijnhandel Derivative securities Optionspreistheorie Derivat Wertpapier Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007569420&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jarrowroberta derivativesecurities AT turnbullstuart derivativesecurities |