Financial derivatives : futures, forwards, swaps, options, corporate securities, and credit default swaps
George M. Constantinides
Bok Engelsk 2015
| Utgitt | World Scientific , 2015
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|---|---|
| Omfang | XI, 219 s. : ill.
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| Opplysninger | Contents: Introduction to forward and futures contracts -- Pricing forwards and futures -- Interest rate and currency swaps -- Introduction to options and no-arbitrage restrictions -- Trading strategies and slope and convexity restrictions -- Optimal early exercise of american options -- Binomial option pricing -- Using the binomial model -- The Black Scholes Merton Option : pricing formula.. - Includes bibliographical references and index.
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| Emner | |
| Dewey | |
| ISBN | 9789814618410. - 9789814618427
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