The options applications handbook: hedging and speculating techniques for professional investors
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
McGraw-Hill
2007
|
| Schlagworte: | |
| Online-Zugang: | Table of contents only Contributor biographical information Publisher description Inhaltsverzeichnis |
| Beschreibung: | Auch angezeigt u.d.T.: Option pricing fundamentals Includes bibliographical references |
| Beschreibung: | VIII, 369 S. graph. Darst. |
| ISBN: | 0071453156 9780071453158 |
Internformat
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV022272872 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 070215s2007 xxud||| |||| 00||| eng d | ||
| 010 | |a 2006006607 | ||
| 020 | |a 0071453156 |c hardcover : alk. paper |9 0-07-145315-6 | ||
| 020 | |a 9780071453158 |9 978-0-07-145315-8 | ||
| 035 | |a (OCoLC)64591952 | ||
| 035 | |a (DE-599)BVBBV022272872 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-29 | ||
| 050 | 0 | |a HG6024.A3 | |
| 082 | 0 | |a 332.64/53 | |
| 100 | 1 | |a Banks, Erik |d 1965- |e Verfasser |0 (DE-588)171578902 |4 aut | |
| 245 | 1 | 0 | |a The options applications handbook |b hedging and speculating techniques for professional investors |c Erik Banks and Paul Siegel |
| 246 | 1 | 3 | |a Option pricing fundamentals |
| 264 | 1 | |a New York [u.a.] |b McGraw-Hill |c 2007 | |
| 300 | |a VIII, 369 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Auch angezeigt u.d.T.: Option pricing fundamentals | ||
| 500 | |a Includes bibliographical references | ||
| 650 | 4 | |a Options (Finance) | |
| 650 | 4 | |a Risk management | |
| 700 | 1 | |a Siegel, Paul |e Verfasser |4 aut | |
| 856 | 4 | |u http://www.loc.gov/catdir/toc/ecip069/2006006607.html |3 Table of contents only | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy0634/2006006607-b.html |3 Contributor biographical information | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy0634/2006006607-d.html |3 Publisher description | |
| 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=015483318&sequence=000006&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-015483318 | ||
Datensatz im Suchindex
| _version_ | 1804136277865398272 |
|---|---|
| adam_text | CONTENTS
Parti
Option Products and Applications 1
Chapter 1
An Introduction to Options Markets 3
Chapter 2
Conventional Options 17
Chapter 3
Exotic Options 43
Chapter 4
Option Embedded Securities 61
Chapter 5
Option Embedded Derivatives 99
Chapter 6
Option Strategies 115
Chapter 7
Corporate and Investor Applications 135
viii CONTENTS
Part 2
Valuation Tools 169
Chapter 8
An Overview of Option Pricing 171
Chapter 9
Option Pricing Models 191
Chapter 10
Hedging Option Portfolios 235
Chapter 11
Risk and Control Issues 261
Appendix 1
Option Ad justed Spreads 285
Appendix 2
Pricing Options with Correlation 295
Appendix 3
MBS Prepayment and Valuation 319
Answers to Chapter Exercises 327
Selected References 363
Index 365
|
| adam_txt |
CONTENTS
Parti
Option Products and Applications 1
Chapter 1
An Introduction to Options Markets 3
Chapter 2
Conventional Options 17
Chapter 3
Exotic Options 43
Chapter 4
Option Embedded Securities 61
Chapter 5
Option Embedded Derivatives 99
Chapter 6
Option Strategies 115
Chapter 7
Corporate and Investor Applications 135
viii CONTENTS
Part 2
Valuation Tools 169
Chapter 8
An Overview of Option Pricing 171
Chapter 9
Option Pricing Models 191
Chapter 10
Hedging Option Portfolios 235
Chapter 11
Risk and Control Issues 261
Appendix 1
Option Ad justed Spreads 285
Appendix 2
Pricing Options with Correlation 295
Appendix 3
MBS Prepayment and Valuation 319
Answers to Chapter Exercises 327
Selected References 363
Index 365 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Banks, Erik 1965- Siegel, Paul |
| author_GND | (DE-588)171578902 |
| author_facet | Banks, Erik 1965- Siegel, Paul |
| author_role | aut aut |
| author_sort | Banks, Erik 1965- |
| author_variant | e b eb p s ps |
| building | Verbundindex |
| bvnumber | BV022272872 |
| 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 |
| ctrlnum | (OCoLC)64591952 (DE-599)BVBBV022272872 |
| dewey-full | 332.64/53 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53 |
| dewey-search | 332.64/53 |
| dewey-sort | 3332.64 253 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01818nam a2200433zc 4500</leader><controlfield tag="001">BV022272872</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">070215s2007 xxud||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2006006607</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0071453156</subfield><subfield code="c">hardcover : alk. paper</subfield><subfield code="9">0-07-145315-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780071453158</subfield><subfield code="9">978-0-07-145315-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)64591952</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022272872</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/53</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Banks, Erik</subfield><subfield code="d">1965-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171578902</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The options applications handbook</subfield><subfield code="b">hedging and speculating techniques for professional investors</subfield><subfield code="c">Erik Banks and Paul Siegel</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Option pricing fundamentals</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York [u.a.]</subfield><subfield code="b">McGraw-Hill</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 369 S.</subfield><subfield code="b">graph. Darst.</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="500" ind1=" " ind2=" "><subfield code="a">Auch angezeigt u.d.T.: Option pricing fundamentals</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Siegel, Paul</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/ecip069/2006006607.html</subfield><subfield code="3">Table of contents only</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy0634/2006006607-b.html</subfield><subfield code="3">Contributor biographical information</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy0634/2006006607-d.html</subfield><subfield code="3">Publisher description</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=015483318&sequence=000006&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:BVB01-015483318</subfield></datafield></record></collection> |
| id | DE-604.BV022272872 |
| illustrated | Illustrated |
| index_date | 2024-07-02T16:46:42Z |
| indexdate | 2024-07-09T20:53:51Z |
| institution | BVB |
| isbn | 0071453156 9780071453158 |
| language | English |
| lccn | 2006006607 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015483318 |
| oclc_num | 64591952 |
| open_access_boolean | |
| owner | DE-29 |
| owner_facet | DE-29 |
| physical | VIII, 369 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | Banks, Erik 1965- Verfasser (DE-588)171578902 aut The options applications handbook hedging and speculating techniques for professional investors Erik Banks and Paul Siegel Option pricing fundamentals New York [u.a.] McGraw-Hill 2007 VIII, 369 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Auch angezeigt u.d.T.: Option pricing fundamentals Includes bibliographical references Options (Finance) Risk management Siegel, Paul Verfasser aut http://www.loc.gov/catdir/toc/ecip069/2006006607.html Table of contents only http://www.loc.gov/catdir/enhancements/fy0634/2006006607-b.html Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0634/2006006607-d.html Publisher description HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015483318&sequence=000006&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Banks, Erik 1965- Siegel, Paul The options applications handbook hedging and speculating techniques for professional investors Options (Finance) Risk management |
| title | The options applications handbook hedging and speculating techniques for professional investors |
| title_alt | Option pricing fundamentals |
| title_auth | The options applications handbook hedging and speculating techniques for professional investors |
| title_exact_search | The options applications handbook hedging and speculating techniques for professional investors |
| title_exact_search_txtP | The options applications handbook hedging and speculating techniques for professional investors |
| title_full | The options applications handbook hedging and speculating techniques for professional investors Erik Banks and Paul Siegel |
| title_fullStr | The options applications handbook hedging and speculating techniques for professional investors Erik Banks and Paul Siegel |
| title_full_unstemmed | The options applications handbook hedging and speculating techniques for professional investors Erik Banks and Paul Siegel |
| title_short | The options applications handbook |
| title_sort | the options applications handbook hedging and speculating techniques for professional investors |
| title_sub | hedging and speculating techniques for professional investors |
| topic | Options (Finance) Risk management |
| topic_facet | Options (Finance) Risk management |
| url | http://www.loc.gov/catdir/toc/ecip069/2006006607.html http://www.loc.gov/catdir/enhancements/fy0634/2006006607-b.html http://www.loc.gov/catdir/enhancements/fy0634/2006006607-d.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015483318&sequence=000006&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT bankserik theoptionsapplicationshandbookhedgingandspeculatingtechniquesforprofessionalinvestors AT siegelpaul theoptionsapplicationshandbookhedgingandspeculatingtechniquesforprofessionalinvestors AT bankserik optionpricingfundamentals AT siegelpaul optionpricingfundamentals |