Frontiers in derivatives: state of the art models, valuation, strategies & products
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Chicago [u.a.]
Irwin
1997
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIII, 411 S. graph. Darst. |
| ISBN: | 0786310081 |
Staff View
MARC
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Record in the Search Index
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| adam_text | CONTENTS Chapter 1
New Ways with Derivatives 1
Simon Brady and Matthew Ball
Corporate Finance, Euromoney Publications pic, UK
Chapter 2
An Introduction to Credit Derivatives 13
Kerrin Howard
AP Dow Jones
Chapter 3
Credit Derivatives 31
Blythe Masters
J.P. Morgan Securities Inc.
Chapter 4
Emerging Market Equity Derivatives 67
Ronald T. Slivka
Dynamic Portfolio Solutions, Inc.
Chapter 5 Valuing Derivatives Linked to Foreign Assets 89
Jason Z. Wei
University of Saskatchewan
Chapter 6
Technology Strategies for Derivative Risk Management 127
Peter G. Kane
EDS Global Securities Industry Group
xli Contents
Chapter 7 Exotic Options: Mathematical Models and Computation 145
J. N. Dewynne
Southampton University
Paul Wilmott
Imperial College and Oxford University
Chapter 8 Key Results in Discrete Hedging and Transaction Costs 183
A. E. Whalley
Oxford University
Paul Wilmott
Oxford University and Imperial College
Chapter 9
Pricing Interest Rate Exotics 197
Peter Ritchken
Weatherhead School of Management, Case Western Reserve University
L. Sankarasubramanian
Bear, Steams Co. Inc.
Chapter 10
Static Options Replication 219
Emanuel Derman
Goldman, Sachs Co.
Deniz Ergener
Goldman, Sachs Co.
Iraj Kani
Goldman, Sachs Co.
Chapter 11
Deriving Benefits from Death 259
K. Ravindran
Consolidated Risk Management Solutions Inc.
A. Wayne Edelist
RBCDominion Securities
Contents rill
Chapter 12
Restructuring Adjustable Rate Mortgages 279
Venkat T. Ramdev
BZW Securities Inc.
Lev Borodovsky
Credit Suisse
Chapter 13
Hedging Expectations: Derivative Reality and the Law
and Finance of the Corporate Objective 295
Henry T. C. Hu
University of Texas at Austin School of Law
Chapter 14
Basic Issues in Secondary Market Municipal
Derivative Products 341
Karen M. Braun
Orrick, Herrington Sutcliffe LLP
Chapter 15
Debt Service Forward Agreements in the Public
Finance Markets 369
Thomas A. McGavin, Jr.
Rogers Wells
Index 401
|
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| dewey-sort | 3332.64 15 |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:07:46Z |
| institution | BVB |
| isbn | 0786310081 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007605970 |
| oclc_num | 35777374 |
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| owner | DE-703 |
| owner_facet | DE-703 |
| physical | XIII, 411 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Irwin |
| record_format | marc |
| spelling | Frontiers in derivatives state of the art models, valuation, strategies & products ed. by Atsuo Konishi ... Chicago [u.a.] Irwin 1997 XIII, 411 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Beleggingen gtt Risk management gtt Swaps gtt Termijnhandel gtt Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s DE-604 Konishi, Atsuo Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007605970&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Frontiers in derivatives state of the art models, valuation, strategies & products Beleggingen gtt Risk management gtt Swaps gtt Termijnhandel gtt Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4381572-8 |
| title | Frontiers in derivatives state of the art models, valuation, strategies & products |
| title_auth | Frontiers in derivatives state of the art models, valuation, strategies & products |
| title_exact_search | Frontiers in derivatives state of the art models, valuation, strategies & products |
| title_full | Frontiers in derivatives state of the art models, valuation, strategies & products ed. by Atsuo Konishi ... |
| title_fullStr | Frontiers in derivatives state of the art models, valuation, strategies & products ed. by Atsuo Konishi ... |
| title_full_unstemmed | Frontiers in derivatives state of the art models, valuation, strategies & products ed. by Atsuo Konishi ... |
| title_short | Frontiers in derivatives |
| title_sort | frontiers in derivatives state of the art models valuation strategies products |
| title_sub | state of the art models, valuation, strategies & products |
| topic | Beleggingen gtt Risk management gtt Swaps gtt Termijnhandel gtt Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Beleggingen Risk management Swaps Termijnhandel Derivative securities Derivat Wertpapier |
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