Derivative products & pricing:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Singapore
Wiley
2006
|
| Edition: | 3. ed., rev. |
| Series: | The swaps & financial derivatives library
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | CD-ROM u.d.T.: @nalyst |
| Physical Description: | XIV, 852 S. graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 0470821647 9780470821640 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | Titel: Derivative products pricing
Autor: Das, Satyajit
Jahr: 2006
Contents
Introduction.................................................... xi
ROLE AND FUNCTION OF DERIVATIVES
1 Financial Derivatives Building Blocks - Forward Option
Contracts...................................................... 3
DERIVATIVE INSTRUMENTS
2 Exchange-Traded Products - Futures Options on Futures
Contracts ..................................................... 33
3 Over-the-Counter Products - FRAs, Interest Rate Swaps,
Caps/Floors, Currency Forwards, Currency Swaps, Currency
Options........................................................ 81
PRICING VALUING DERIVATIVE INSTRUMENTS
4 Derivatives Pricing Framework.................................. 143
5 Interest Rates Yield Curves.................................... 163
6 Pricing Forward Futures Contracts............................. 239
7 Option Pricing................................................. 327
8 Interest Rate Options Pricing.................................... 409
9 Estimating Volatility Correlation............................... 445
10 Pricing Interest Rate Currency Swaps.......................... 491
11 Swap Spreads.................................................. 577
DERIVATIVES TRADING PORTFOLIO MANAGEMENT
12 Derivatives Trading Portfolio Management..................... 653
13 Hedging Interest Rate Risk - Individual Instruments............... 695
14 Hedging Interest Rate Risk - Portfolios........................... 729
15 Measuring Option Price Sensitivities - The Greek Alphabet
of Risk........................................................ 765
16 Delta Hedging/Management of Option Portfolios.................. 795
Index......................................................... 843
|
| adam_txt |
Titel: Derivative products pricing
Autor: Das, Satyajit
Jahr: 2006
Contents
Introduction. xi
ROLE AND FUNCTION OF DERIVATIVES
1 Financial Derivatives Building Blocks - Forward Option
Contracts. 3
DERIVATIVE INSTRUMENTS
2 Exchange-Traded Products - Futures Options on Futures
Contracts . 33
3 Over-the-Counter Products - FRAs, Interest Rate Swaps,
Caps/Floors, Currency Forwards, Currency Swaps, Currency
Options. 81
PRICING VALUING DERIVATIVE INSTRUMENTS
4 Derivatives Pricing Framework. 143
5 Interest Rates Yield Curves. 163
6 Pricing Forward Futures Contracts. 239
7 Option Pricing. 327
8 Interest Rate Options Pricing. 409
9 Estimating Volatility Correlation. 445
10 Pricing Interest Rate Currency Swaps. 491
11 Swap Spreads. 577
DERIVATIVES TRADING PORTFOLIO MANAGEMENT
12 Derivatives Trading Portfolio Management. 653
13 Hedging Interest Rate Risk - Individual Instruments. 695
14 Hedging Interest Rate Risk - Portfolios. 729
15 Measuring Option Price Sensitivities - The Greek Alphabet
of Risk. 765
16 Delta Hedging/Management of Option Portfolios. 795
Index. 843 |
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| edition | 3. ed., rev. |
| format | Book |
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| id | DE-604.BV021268132 |
| illustrated | Illustrated |
| index_date | 2024-07-02T13:43:44Z |
| indexdate | 2024-07-09T20:34:17Z |
| institution | BVB |
| isbn | 0470821647 9780470821640 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014589291 |
| oclc_num | 62216035 |
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| owner_facet | DE-355 DE-BY-UBR DE-1102 DE-91G DE-BY-TUM DE-92 |
| physical | XIV, 852 S. graph. Darst. 1 CD-ROM (12 cm) |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Wiley |
| record_format | marc |
| series2 | The swaps & financial derivatives library |
| spelling | Das, Satyajit Verfasser aut Derivative products & pricing Satyajit Das Analyst @nalyst 3. ed., rev. Singapore Wiley 2006 XIV, 852 S. graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier The swaps & financial derivatives library CD-ROM u.d.T.: @nalyst Fixation des prix rasuqam Gestion de portefeuille rasuqam Instrument dérivé (Finances) rasuqam Échange financier rasuqam Derivative securities Swaps (Finance) Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s Optionspreistheorie (DE-588)4135346-8 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014589291&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Das, Satyajit Derivative products & pricing Fixation des prix rasuqam Gestion de portefeuille rasuqam Instrument dérivé (Finances) rasuqam Échange financier rasuqam Derivative securities Swaps (Finance) Optionspreistheorie (DE-588)4135346-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4381572-8 (DE-588)4047103-2 |
| title | Derivative products & pricing |
| title_alt | Analyst @nalyst |
| title_auth | Derivative products & pricing |
| title_exact_search | Derivative products & pricing |
| title_exact_search_txtP | Derivative products & pricing |
| title_full | Derivative products & pricing Satyajit Das |
| title_fullStr | Derivative products & pricing Satyajit Das |
| title_full_unstemmed | Derivative products & pricing Satyajit Das |
| title_short | Derivative products & pricing |
| title_sort | derivative products pricing |
| topic | Fixation des prix rasuqam Gestion de portefeuille rasuqam Instrument dérivé (Finances) rasuqam Échange financier rasuqam Derivative securities Swaps (Finance) Optionspreistheorie (DE-588)4135346-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| topic_facet | Fixation des prix Gestion de portefeuille Instrument dérivé (Finances) Échange financier Derivative securities Swaps (Finance) Optionspreistheorie Derivat Wertpapier Preisbildung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014589291&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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