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Options, Futures, and Other Derivatives with Derivagem

ISBN: 9780130090560 | 0130090565
Format: Hardcover
Publisher: PRENTICE HALL
Pub. Date: 1/1/2003

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This fifth edition book bridges the gap between the theory and practice of derivatives. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has some knowledge of finance and probability and statistics. Topics covered include Determination of Forward and Futures Prices, Interest Rate Markets, Mechanics of Options Markets, and Properties of Stock Options. For individuals who work for banks and other financial institutions, as well as options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.

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