Applied derivatives: options, futures, and swaps
Based on some of the ground-breaking work Richard Rendleman did helping to develop the Binomial Option Pricing Model in 1979, this book is the culmination of 18 years of research in option pricing theory.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Malden, Mass. [u.a.]
Blackwell
2002
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | Based on some of the ground-breaking work Richard Rendleman did helping to develop the Binomial Option Pricing Model in 1979, this book is the culmination of 18 years of research in option pricing theory. |
| Beschreibung: | XVI, 384 S. graph. Darst. |
| ISBN: | 0631215891 0631215905 |
Internformat
MARC
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| 100 | 1 | |a Rendleman, Richard J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Applied derivatives |b options, futures, and swaps |c Richard J. Rendleman |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Malden, Mass. [u.a.] |b Blackwell |c 2002 | |
| 300 | |a XVI, 384 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 520 | 3 | |a Based on some of the ground-breaking work Richard Rendleman did helping to develop the Binomial Option Pricing Model in 1979, this book is the culmination of 18 years of research in option pricing theory. | |
| 650 | 7 | |a Effectenhandel |2 gtt | |
| 650 | 7 | |a Futures |2 gtt | |
| 650 | 4 | |a Marchés à terme d'instruments financiers | |
| 650 | 7 | |a Optiehandel |2 gtt | |
| 650 | 4 | |a Options (Finances) | |
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| 650 | 7 | |a Termijnhandel |2 gtt | |
| 650 | 4 | |a Financial futures | |
| 650 | 4 | |a Options (Finance) | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-009822576 | ||
Datensatz im Suchindex
| _version_ | 1804129215965036544 |
|---|---|
| adam_text | Contents
List of
Vißurcs
vi
List of Tables
viii
ľrťfncc
xiii
1
An Intnxiuction to Option Markets
1
2
Put-Call Parity and Other Pricing Restrictions
30
3
An Introduction to the Binomial Option Pricing Model
50
4
Advanced Binomial Option Pricing
81
5
Practical Issues Associated with Binomial and
Black-Scholes-based Option Replication
99
6
The Black-Scholes Model: Using and
Interpreting the Greeks
117
7
Options Arbitrage
138
8
Option Investing from a Risk-Return Perspective
171
9
Advanced Option Replication: Creating the Most
Cost-effective Replicating Portfolio
191
10
The Use of Exchange-traded Options in Asset Allocation
21 1
I
1
Pricing Interest Rate-dependent Financial Claims with
Option Features
240
12
Introduction to Futures, Forward, and Swap Markets
264
13
Futures Pricing
286
14
Hedging with Futures
306
15
Interest Rate Futures
319
16
Swap Markets
352
index
$77
|
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| ctrlnum | (OCoLC)248471069 (DE-599)BVBBV014317262 |
| dewey-full | 332.63/2 |
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| 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 | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV014317262 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:01:36Z |
| institution | BVB |
| isbn | 0631215891 0631215905 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009822576 |
| oclc_num | 248471069 |
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| owner_facet | DE-20 DE-473 DE-BY-UBG DE-1047 DE-634 DE-11 DE-188 |
| physical | XVI, 384 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Blackwell |
| record_format | marc |
| spelling | Rendleman, Richard J. Verfasser aut Applied derivatives options, futures, and swaps Richard J. Rendleman 1. publ. Malden, Mass. [u.a.] Blackwell 2002 XVI, 384 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Based on some of the ground-breaking work Richard Rendleman did helping to develop the Binomial Option Pricing Model in 1979, this book is the culmination of 18 years of research in option pricing theory. Effectenhandel gtt Futures gtt Marchés à terme d'instruments financiers Optiehandel gtt Options (Finances) Swaps gtt Termijnhandel gtt Financial futures Options (Finance) Bewertung (DE-588)4006340-9 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Financial Futures (DE-588)4128564-5 s Bewertung (DE-588)4006340-9 s DE-604 Optionspreistheorie (DE-588)4135346-8 s DE-188 Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009822576&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rendleman, Richard J. Applied derivatives options, futures, and swaps Effectenhandel gtt Futures gtt Marchés à terme d'instruments financiers Optiehandel gtt Options (Finances) Swaps gtt Termijnhandel gtt Financial futures Options (Finance) Bewertung (DE-588)4006340-9 gnd Optionspreistheorie (DE-588)4135346-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Financial Futures (DE-588)4128564-5 gnd |
| subject_GND | (DE-588)4006340-9 (DE-588)4135346-8 (DE-588)4381572-8 (DE-588)4128564-5 |
| title | Applied derivatives options, futures, and swaps |
| title_auth | Applied derivatives options, futures, and swaps |
| title_exact_search | Applied derivatives options, futures, and swaps |
| title_full | Applied derivatives options, futures, and swaps Richard J. Rendleman |
| title_fullStr | Applied derivatives options, futures, and swaps Richard J. Rendleman |
| title_full_unstemmed | Applied derivatives options, futures, and swaps Richard J. Rendleman |
| title_short | Applied derivatives |
| title_sort | applied derivatives options futures and swaps |
| title_sub | options, futures, and swaps |
| topic | Effectenhandel gtt Futures gtt Marchés à terme d'instruments financiers Optiehandel gtt Options (Finances) Swaps gtt Termijnhandel gtt Financial futures Options (Finance) Bewertung (DE-588)4006340-9 gnd Optionspreistheorie (DE-588)4135346-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Financial Futures (DE-588)4128564-5 gnd |
| topic_facet | Effectenhandel Futures Marchés à terme d'instruments financiers Optiehandel Options (Finances) Swaps Termijnhandel Financial futures Options (Finance) Bewertung Optionspreistheorie Derivat Wertpapier Financial Futures |
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