Derivatives markets:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London ; New York
Routledge
2016
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xxxv, 665 Seiten Diagramme |
| ISBN: | 9780415599016 |
Internformat
MARC
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| 300 | |a xxxv, 665 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-027853921 | ||
Datensatz im Suchindex
| _version_ | 1804153088196476928 |
|---|---|
| adam_text | CONTENTS
Lt$t of ftgtíres xx?h
List of lehies xxvti
Prefect xxxi
Ackf to i JtH kjn ter Us xxxvn
PART 1
Forward Contracts and Futures Contracts 1
1. SPOT, FORWARD, AND FUTURES CONTRACTING 3
2. HEDGING WITH FORWARD CONTRACTS 33
3. VALUATION OF FORWARD CONTRACTS ON ASSETS
WITHOUT A DIVIDEND YIELD 65
4. VALUATION OF FORWARD CONTRACTS ON ASSETS
WITH A DIVIDEND YIELD 87
5. FUTURES CONTRACTS: MARKET ORGANIZATION 121
6 HEDGING WITH FUTURES CONTRACTS, BASIS RISK.
AND SPREADING 139
7. INTRODUCTION TO FINANCIAL FUTURES
CONTRACTS 211
PART 2
Trading Structures Based on Forward
Contracts 271
8. STRUCTURED PRODUCTS, INTEREST-RATE SWAPS 273
CONTENTS
PART 3
Options 321
9. INTRODUCTION TO OPTIONS MARKETS 323
10. OPTION TRADING STRATEGIES, PART 1 345
11. RATIONAL OPTION PRICING 369
12. OPTION TRADING STRATEGIES, PART 2 415
13. MODEL-BASED OPTION PRICING IN DISCRETE TIME,
PART 1: THE BINOMIAL OPTION PRICING MODEL
(BOPM, N= 1) 435
14. OPTION PRICING IN DISCRETE TIME,
PART 2: DYNAMIC HEDGING AND THE MULTI-PERIOD
BINOMIAL OPTION PRICING MODEL, W 1 473
15. EQUIVALENT MARTINGALE MEASURES: A MODERN
APPROACH TO OPTION PRICING 507
16. OPTION PRICING IN CONTINUOUS TIME 539
17. RISK-NEUTRAL VALUATION, EMMS, THE BOPM,
AND BLACK-SCHOLES 595
Index
637
|
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV042418494 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:03Z |
| institution | BVB |
| isbn | 9780415599016 |
| language | English |
| lccn | 015000492 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027853921 |
| oclc_num | 915591735 |
| open_access_boolean | |
| owner | DE-11 DE-355 DE-BY-UBR |
| owner_facet | DE-11 DE-355 DE-BY-UBR |
| physical | xxxv, 665 Seiten Diagramme |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Routledge |
| record_format | marc |
| spelling | Goldenberg, David Harold 1949- (DE-588)170182991 aut Derivatives markets David H. Goldenberg London ; New York Routledge 2016 xxxv, 665 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Markt (DE-588)4037621-7 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Markt (DE-588)4037621-7 s b DE-604 Erscheint auch als Online-Ausgabe 978-1-315-68924-1 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=027853921&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Goldenberg, David Harold 1949- Derivatives markets Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd Markt (DE-588)4037621-7 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4037621-7 |
| title | Derivatives markets |
| title_auth | Derivatives markets |
| title_exact_search | Derivatives markets |
| title_full | Derivatives markets David H. Goldenberg |
| title_fullStr | Derivatives markets David H. Goldenberg |
| title_full_unstemmed | Derivatives markets David H. Goldenberg |
| title_short | Derivatives markets |
| title_sort | derivatives markets |
| topic | Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd Markt (DE-588)4037621-7 gnd |
| topic_facet | Derivative securities Derivat Wertpapier Markt |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027853921&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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