Screen LibraryOptions, futures, and other derivative securities
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| Main Authors: | |
|---|---|
| Published: |
Prentice Hall,
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| Publisher Address: | Englewood Cliffs, N.J. |
| Publication Dates: | c1993. |
| Literature type: | Book |
| Language: | English |
| Edition: | 2nd ed. |
| Subjects: | |
| Carrier Form: | xix, 492 p.: ill. ; 24 cm. |
| ISBN: |
0136390145 (hc.) 9780136390145 0130165778 (pbk) 9780130165770 (pbk) |
| Index Number: | F830 |
| CLC: | F830.9 |
| Call Number: | F830.9/H913-1/2nd.ed. |
| Contents: |
Donation. Includes bibliographical references and indexes. Futures markets and the use of futures for hedging -- Foward and futures prices -- Interest rate futures -- Swaps -- Options markets -- Properties of stock option prices -- Trding strategies involving options -- A model of the behavior of stock prices -- The Black-Scholes analysis -- Options on stock indices, currencies, and futures contracts -- A general approach to pricing derivative securities -- Hedging positions in options and other derivative securities -- Numerical procedures -- Interest rate derivative securities -- Exotic options -- Alternatives to Black- Scholes for option pricing -- Credit risk -- Review of key concepts. |