Topics in derivatives:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Norderstedt
Books on Demand GmbH
[2008]
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | 198 S. graph. Darst. 22 cm, 296 gr. |
| ISBN: | 9783833476976 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text |
GESCANNT DURCH TABLE OF CONTENTS LIST OF TABLES 10 LIST OF FIGURES 12
LIST OF SYMBOLS 14 LIST OF ABBREVIATIONS 16 1 INTRODUCTION 19 1.1
MOTIVATION 19 1.2 SETTING AND STRUCTURE 20 2 THEORY OF DERIVATIVES 23
2.1 INTRODUCTION 23 2.2 FORWARDS AND FUTURES 23 2.2.1 FORWARD CONTRACTS
23 2.2.2 FUTURES CONTRACTS 25 2.2.2.1 SPECIFICATION OF FUTURES CONTRACTS
26 2.2.2.2 TRADING OF FUTURES 27 2.2.3 VALUATION 29 2.2.4 EXAMPLES OF
FINANCIAL FUTURES 31 2.2.4.1 DAX FUTURES 31 2.2.4.2 EURO-BUND FUTURES 32
2.3 OPTIONS 34 2.3.1 OPTION PRICING THEORY 34 2.3.1.1 OPTION BASICS 35
2.3.1.2 UPPER AND LOWER BOUNDS OF OPTION PRICES 40 2.3.1.3 PUT-CALL
PARITY 43 2.3.1.4 FACTORS AFFECTING OPTION PRICES 44 2.3.2
OPTION-PRICING MODELS 45 2.3.2.1 BINOMIAL MODEL 46 2.3.2.1.1 ONE-PERIOD
MODEL 46 2.3.2.1.2 RISK NEUTRAL VALUATION 50 2.3.2.1.3 MULTI-PERIOD
MODEL 51 2.3.2.2 BLACK AND SCHOLES MODEL 55 2.3.2.3 IMPLIED VOLATILITY
58 2.3.2.4 GREEKS 60 2.3.2.5 DIVIDENDS 63 2.4 DEBT AND EQUITY AS
DERIVATIVES 65 2.4.1 MODELS FOR PRICING EQUITY AND DEBT 65 2.4.2 BASIC
MODEL OF THE ASSET VALUE 66 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/98918465X DIGITALISIERT DURCH * * |
| adam_txt |
GESCANNT DURCH TABLE OF CONTENTS LIST OF TABLES 10 LIST OF FIGURES 12
LIST OF SYMBOLS 14 LIST OF ABBREVIATIONS 16 1 INTRODUCTION 19 1.1
MOTIVATION 19 1.2 SETTING AND STRUCTURE 20 2 THEORY OF DERIVATIVES 23
2.1 INTRODUCTION 23 2.2 FORWARDS AND FUTURES 23 2.2.1 FORWARD CONTRACTS
23 2.2.2 FUTURES CONTRACTS 25 2.2.2.1 SPECIFICATION OF FUTURES CONTRACTS
26 2.2.2.2 TRADING OF FUTURES 27 2.2.3 VALUATION 29 2.2.4 EXAMPLES OF
FINANCIAL FUTURES 31 2.2.4.1 DAX FUTURES 31 2.2.4.2 EURO-BUND FUTURES 32
2.3 OPTIONS 34 2.3.1 OPTION PRICING THEORY 34 2.3.1.1 OPTION BASICS 35
2.3.1.2 UPPER AND LOWER BOUNDS OF OPTION PRICES 40 2.3.1.3 PUT-CALL
PARITY 43 2.3.1.4 FACTORS AFFECTING OPTION PRICES 44 2.3.2
OPTION-PRICING MODELS 45 2.3.2.1 BINOMIAL MODEL 46 2.3.2.1.1 ONE-PERIOD
MODEL 46 2.3.2.1.2 RISK NEUTRAL VALUATION 50 2.3.2.1.3 MULTI-PERIOD
MODEL 51 2.3.2.2 BLACK AND SCHOLES MODEL 55 2.3.2.3 IMPLIED VOLATILITY
58 2.3.2.4 GREEKS 60 2.3.2.5 DIVIDENDS 63 2.4 DEBT AND EQUITY AS
DERIVATIVES 65 2.4.1 MODELS FOR PRICING EQUITY AND DEBT 65 2.4.2 BASIC
MODEL OF THE ASSET VALUE 66 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/98918465X DIGITALISIERT DURCH * * |
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| indexdate | 2024-07-20T09:47:37Z |
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| language | English |
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| title | Topics in derivatives |
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