Financial derivatives: futures, forwards, swaps, options, corporate securities, and credit default swaps
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ [u.a.]
World Scientific Publ.
2015
|
| Series: | World Scientific Lecture notes in economics
1 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 219 S. Ill., graph. Darst. |
| ISBN: | 9789814618410 981461842X 9789814618427 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV042288652 | ||
| 003 | DE-604 | ||
| 005 | 20150423 | ||
| 007 | t | ||
| 008 | 150123s2015 ad|| |||| 00||| eng d | ||
| 020 | |a 9789814618410 |c Hb. |9 978-981-4618-41-0 | ||
| 020 | |a 981461842X |c Pb.: £ 30.00 |9 981-4618-42-X | ||
| 020 | |a 9789814618427 |c Pb.: £ 30.00 |9 978-981-4618-42-7 | ||
| 035 | |a (OCoLC)903893570 | ||
| 035 | |a (DE-599)BVBBV042288652 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-706 |a DE-703 |a DE-739 |a DE-634 |a DE-355 | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 100 | 1 | |a Kōnstantinidēs, Giōrgos |d 1947- |e Verfasser |0 (DE-588)128457538 |4 aut | |
| 245 | 1 | 0 | |a Financial derivatives |b futures, forwards, swaps, options, corporate securities, and credit default swaps |c George M Constantinides |
| 264 | 1 | |a Hackensack, NJ [u.a.] |b World Scientific Publ. |c 2015 | |
| 300 | |a XI, 219 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a World Scientific Lecture notes in economics |v 1 | |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a World Scientific Lecture notes in economics |v 1 |w (DE-604)BV042516122 |9 1 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027725865 | ||
Record in the Search Index
| _version_ | 1804152858010976256 |
|---|---|
| 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
|
| any_adam_object | 1 |
| author | Kōnstantinidēs, Giōrgos 1947- |
| author_GND | (DE-588)128457538 |
| author_facet | Kōnstantinidēs, Giōrgos 1947- |
| author_role | aut |
| author_sort | Kōnstantinidēs, Giōrgos 1947- |
| author_variant | g k gk |
| building | Verbundindex |
| bvnumber | BV042288652 |
| classification_rvk | QK 660 |
| ctrlnum | (OCoLC)903893570 (DE-599)BVBBV042288652 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01643nam a2200361 cb4500</leader><controlfield tag="001">BV042288652</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150423 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">150123s2015 ad|| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814618410</subfield><subfield code="c">Hb.</subfield><subfield code="9">978-981-4618-41-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">981461842X</subfield><subfield code="c">Pb.: £ 30.00</subfield><subfield code="9">981-4618-42-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814618427</subfield><subfield code="c">Pb.: £ 30.00</subfield><subfield code="9">978-981-4618-42-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)903893570</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042288652</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-706</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kōnstantinidēs, Giōrgos</subfield><subfield code="d">1947-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128457538</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial derivatives</subfield><subfield code="b">futures, forwards, swaps, options, corporate securities, and credit default swaps</subfield><subfield code="c">George M Constantinides</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hackensack, NJ [u.a.]</subfield><subfield code="b">World Scientific Publ.</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 219 S.</subfield><subfield code="b">Ill., 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="490" ind1="1" ind2=" "><subfield code="a">World Scientific Lecture notes in economics</subfield><subfield code="v">1</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">World Scientific Lecture notes in economics</subfield><subfield code="v">1</subfield><subfield code="w">(DE-604)BV042516122</subfield><subfield code="9">1</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</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=027725865&sequence=000002&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:BVB01-027725865</subfield></datafield></record></collection> |
| 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 |
| open_access_boolean | |
| owner | DE-706 DE-703 DE-739 DE-634 DE-355 DE-BY-UBR |
| owner_facet | DE-706 DE-703 DE-739 DE-634 DE-355 DE-BY-UBR |
| 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 |