Financial derivatives: pricing and risk management
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Hoboken, N.J.
Wiley
©2010
|
Schriftenreihe: | Robert W. Kolb series in finance
|
Schlagworte: | |
Online-Zugang: | FAW01 FAW02 FLA01 Volltext |
Beschreibung: | Includes bibliographical references and index Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- - The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- - Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers Essential insights on the various aspects of financial derivatives. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. -- Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities -- Provides thorough coverage of financial derivatives and their role in risk management -- Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation. This informative guide will help you unlock the incredible potential of financial derivatives |
Beschreibung: | 1 Online-Ressource (xxiv, 600 pages) |
ISBN: | 0470541725 0470541741 1118266404 1282316710 9780470541722 9780470541746 9781118266403 9781282316713 |
Internformat
MARC
LEADER | 00000nmm a2200000zc 4500 | ||
---|---|---|---|
001 | BV043059510 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 151126s2010 |||| o||u| ||||||eng d | ||
015 | |a GBA976613 |2 dnb | ||
020 | |a 0470541725 |c electronic bk. |9 0-470-54172-5 | ||
020 | |a 0470541741 |c electronic bk. |9 0-470-54174-1 | ||
020 | |a 1118266404 |c electronic bk. |9 1-118-26640-4 | ||
020 | |a 1282316710 |9 1-282-31671-0 | ||
020 | |a 9780470541722 |c electronic bk. |9 978-0-470-54172-2 | ||
020 | |a 9780470541746 |c electronic bk. |9 978-0-470-54174-6 | ||
020 | |a 9781118266403 |c electronic bk. |9 978-1-118-26640-3 | ||
020 | |a 9781282316713 |9 978-1-282-31671-3 | ||
035 | |a (OCoLC)656478230 | ||
035 | |a (DE-599)BVBBV043059510 | ||
040 | |a DE-604 |b ger |e aacr | ||
041 | 0 | |a eng | |
049 | |a DE-1046 |a DE-1047 |a DE-860 | ||
082 | 0 | |a 332.64/57 |2 22 | |
084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
100 | 1 | |a Kolb, Robert W. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Financial derivatives |b pricing and risk management |c Robert W. Kolb, James A. Overdahl |
264 | 1 | |a Hoboken, N.J. |b Wiley |c ©2010 | |
300 | |a 1 Online-Ressource (xxiv, 600 pages) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a Robert W. Kolb series in finance | |
500 | |a Includes bibliographical references and index | ||
500 | |a Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- | ||
500 | |a - The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- | ||
500 | |a - Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers | ||
500 | |a Essential insights on the various aspects of financial derivatives. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. -- Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities -- Provides thorough coverage of financial derivatives and their role in risk management -- Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation. This informative guide will help you unlock the incredible potential of financial derivatives | ||
650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
650 | 7 | |a Derivative securities |2 fast | |
650 | 7 | |a Financial engineering |2 fast | |
650 | 4 | |a Wirtschaft | |
650 | 4 | |a Derivative securities | |
650 | 4 | |a Financial engineering | |
650 | 0 | 7 | |a Preisbildung |0 (DE-588)4047103-2 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 0 | 1 | |a Preisbildung |0 (DE-588)4047103-2 |D s |
689 | 0 | 2 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
689 | 0 | |8 1\p |5 DE-604 | |
700 | 1 | |a Overdahl, James A. |e Sonstige |4 oth | |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 0-470-49910-9 |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-470-49910-8 |
856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662 |x Aggregator |3 Volltext |
912 | |a ZDB-4-EBA | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-028483702 | ||
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662 |l FLA01 |p ZDB-4-EBA |q FLA_PDA_EBU |x Aggregator |3 Volltext |
Datensatz im Suchindex
_version_ | 1804175433344745472 |
---|---|
any_adam_object | |
author | Kolb, Robert W. |
author_facet | Kolb, Robert W. |
author_role | aut |
author_sort | Kolb, Robert W. |
author_variant | r w k rw rwk |
building | Verbundindex |
bvnumber | BV043059510 |
classification_rvk | QK 660 |
collection | ZDB-4-EBA |
ctrlnum | (OCoLC)656478230 (DE-599)BVBBV043059510 |
dewey-full | 332.64/57 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/57 |
dewey-search | 332.64/57 |
dewey-sort | 3332.64 257 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>06982nmm a2200709zc 4500</leader><controlfield tag="001">BV043059510</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151126s2010 |||| o||u| ||||||eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">GBA976613</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470541725</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-470-54172-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470541741</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-470-54174-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118266404</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-118-26640-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1282316710</subfield><subfield code="9">1-282-31671-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470541722</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-470-54172-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470541746</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-470-54174-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118266403</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-118-26640-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781282316713</subfield><subfield code="9">978-1-282-31671-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)656478230</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043059510</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="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield><subfield code="a">DE-860</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/57</subfield><subfield code="2">22</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">Kolb, Robert W.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial derivatives</subfield><subfield code="b">pricing and risk management</subfield><subfield code="c">Robert W. Kolb, James A. Overdahl</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, N.J.</subfield><subfield code="b">Wiley</subfield><subfield code="c">©2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxiv, 600 pages)</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Robert W. Kolb series in finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- </subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a"> - The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- </subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a"> - Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Essential insights on the various aspects of financial derivatives. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. -- Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities -- Provides thorough coverage of financial derivatives and their role in risk management -- Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation. This informative guide will help you unlock the incredible potential of financial derivatives</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivative securities</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financial engineering</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial engineering</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</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="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</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="1"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Overdahl, James A.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">0-470-49910-9</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-0-470-49910-8</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028483702</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FLA_PDA_EBU</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV043059510 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:16:13Z |
institution | BVB |
isbn | 0470541725 0470541741 1118266404 1282316710 9780470541722 9780470541746 9781118266403 9781282316713 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028483702 |
oclc_num | 656478230 |
open_access_boolean | |
owner | DE-1046 DE-1047 DE-860 |
owner_facet | DE-1046 DE-1047 DE-860 |
physical | 1 Online-Ressource (xxiv, 600 pages) |
psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA ZDB-4-EBA FLA_PDA_EBU |
publishDate | 2010 |
publishDateSearch | 2010 |
publishDateSort | 2010 |
publisher | Wiley |
record_format | marc |
series2 | Robert W. Kolb series in finance |
spelling | Kolb, Robert W. Verfasser aut Financial derivatives pricing and risk management Robert W. Kolb, James A. Overdahl Hoboken, N.J. Wiley ©2010 1 Online-Ressource (xxiv, 600 pages) txt rdacontent c rdamedia cr rdacarrier Robert W. Kolb series in finance Includes bibliographical references and index Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk -- The social functions of financial derivatives / Christopher L. Culp -- Agricultural and metallurgical derivatives : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity derivatives / Jeffrey H. Harris and L. Mick Swartz -- Foreign exchange derivatives / Robert W. Kolb -- Energy derivatives / Craig Pirrong -- Interest rate derivatives / Ian Lang -- Exotic options / Robert W. Kolb -- Event derivatives / Justin Wolfers and Eric Zitzewitz -- Credit default swaps / Steven Todd -- Structured credit products / Steven Todd -- Executive stock options / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- - The development and current state of derivatives markets / Michael A. Penick -- Derivatives markets intermediaries : brokers, dealers, pools, and funds / James L. Carley -- Clearing and settlement / James T. Moser and David Reiffen -- Counterparty credit risk / James Overdahl -- The regulation of U.S. commodity futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and disasters / John E. Marthinsen -- No-arbitrage pricing / Robert A. Strong -- The pricing of forward and futures contracts / David Dubofsky -- The Black-Scholes option pricing model / A.G. Malliaris -- The Black-Scholes legacy : closed-form option pricing models / António Câmara -- The pricing and valuation of swaps / Gerald Gay and Anand Venkateswaran -- Monte Carlo techniques in pricing and using derivatives / Cara M. Marshall -- Valuing derivatives using finite difference methods / Craig Pirrong -- - Stochastic processes and models / George Chalamandaris and A.G. Malliaris -- Measuring and hedging option price sensitivities / R. Brian Balyeat -- Option strategies / Stewart Mayhew -- The use of derivatives in financial engineering : hedge fund applications / John F. Marshall and Cara M. Marshall -- Hedge funds and financial derivatives / Tom Nohel -- Real options and applications in corporate finance / Betty Simkins and Kris Kemper -- Using derivatives to manage interest rate risk / Steven L. Byers Essential insights on the various aspects of financial derivatives. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. -- Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities -- Provides thorough coverage of financial derivatives and their role in risk management -- Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation. This informative guide will help you unlock the incredible potential of financial derivatives BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities fast Financial engineering fast Wirtschaft Derivative securities Financial engineering Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Overdahl, James A. Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 0-470-49910-9 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-49910-8 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Kolb, Robert W. Financial derivatives pricing and risk management BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities fast Financial engineering fast Wirtschaft Derivative securities Financial engineering Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
subject_GND | (DE-588)4047103-2 (DE-588)4381572-8 (DE-588)4121590-4 |
title | Financial derivatives pricing and risk management |
title_auth | Financial derivatives pricing and risk management |
title_exact_search | Financial derivatives pricing and risk management |
title_full | Financial derivatives pricing and risk management Robert W. Kolb, James A. Overdahl |
title_fullStr | Financial derivatives pricing and risk management Robert W. Kolb, James A. Overdahl |
title_full_unstemmed | Financial derivatives pricing and risk management Robert W. Kolb, James A. Overdahl |
title_short | Financial derivatives |
title_sort | financial derivatives pricing and risk management |
title_sub | pricing and risk management |
topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities fast Financial engineering fast Wirtschaft Derivative securities Financial engineering Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Derivative securities Financial engineering Wirtschaft Preisbildung Derivat Wertpapier Risikomanagement |
url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=300662 |
work_keys_str_mv | AT kolbrobertw financialderivativespricingandriskmanagement AT overdahljamesa financialderivativespricingandriskmanagement |