Financial derivatives: futures, forwards, swaps, options, corporate securities, and credit default swaps
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Hackensack, NJ [u.a.]
World Scientific Publ.
2015
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Schriftenreihe: | World Scientific Lecture notes in economics
1 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XI, 219 S. Ill., graph. Darst. |
ISBN: | 9789814618410 981461842X 9789814618427 |
Internformat
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Datensatz im Suchindex
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adam_text | Contents
About the Author ix
Preface xi
Chapter 1 Introduction to Forward and Futures Contracts 1
Chapter 2 Pricing Forwards and Futures 13
Chapter 3 Interest Rate and Currency Swaps 39
Chapter 4 Introduction to Options and No-Arbitrage
Restrictions 61
Chapter 5 Trading Strategies and Slope
and Convexity Restrictions 81
Chapter 6 Optimal Early Exercise of American Options 95
Chapter 7 Binomial Option Pricing 107
Chapter 8 Using the Binomial Model 123
Chapter 9 The Black-Scholes-Merton Option
Pricing Formula 139
♦ *
vu
viii Contents
Chapter 10 Options on Futures 151
Chapter 11 Risk Management 161
Chapter 12 Empirical Evidence and Fixes 179
Chapter 13 Corporate Securities and Credit Risk 197
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any_adam_object | 1 |
author | Kōnstantinidēs, Giōrgos 1947- |
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id | DE-604.BV042288652 |
illustrated | Illustrated |
indexdate | 2024-07-10T01:17:23Z |
institution | BVB |
isbn | 9789814618410 981461842X 9789814618427 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027725865 |
oclc_num | 903893570 |
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physical | XI, 219 S. Ill., graph. Darst. |
publishDate | 2015 |
publishDateSearch | 2015 |
publishDateSort | 2015 |
publisher | World Scientific Publ. |
record_format | marc |
series | World Scientific Lecture notes in economics |
series2 | World Scientific Lecture notes in economics |
spelling | Kōnstantinidēs, Giōrgos 1947- Verfasser (DE-588)128457538 aut Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides Hackensack, NJ [u.a.] World Scientific Publ. 2015 XI, 219 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier World Scientific Lecture notes in economics 1 Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s DE-604 World Scientific Lecture notes in economics 1 (DE-604)BV042516122 1 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027725865&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Kōnstantinidēs, Giōrgos 1947- Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps World Scientific Lecture notes in economics Derivat Wertpapier (DE-588)4381572-8 gnd |
subject_GND | (DE-588)4381572-8 |
title | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps |
title_auth | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps |
title_exact_search | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps |
title_full | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides |
title_fullStr | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides |
title_full_unstemmed | Financial derivatives futures, forwards, swaps, options, corporate securities, and credit default swaps George M Constantinides |
title_short | Financial derivatives |
title_sort | financial derivatives futures forwards swaps options corporate securities and credit default swaps |
title_sub | futures, forwards, swaps, options, corporate securities, and credit default swaps |
topic | Derivat Wertpapier (DE-588)4381572-8 gnd |
topic_facet | Derivat Wertpapier |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027725865&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV042516122 |
work_keys_str_mv | AT konstantinidesgiorgos financialderivativesfuturesforwardsswapsoptionscorporatesecuritiesandcreditdefaultswaps |