The options applications handbook:hedging and speculating techniques for professional investors
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Main Authors: | |
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Group Author: | |
Published: |
McGraw-Hill,
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Publisher Address: | New York |
Publication Dates: | c2007. |
Literature type: | Book |
Language: | English |
Series: |
[McGraw-Hill financial education series] |
Subjects: | |
Carrier Form: | viii, 369 p.: ill. ; 24 cm. |
ISBN: |
0071453156 9780071453158 |
Index Number: | F830 |
CLC: | F830.9 |
Call Number: | F830.9/B218-3 |
Contents: |
Includes bibliographical references (p. 363-364) and index. Option products and applications -- An introduction to options markets -- Conventional options -- Exotic options -- Option-embedded securities -- Option-embedded derivatives -- Option strategies -- Corporate and investor applications -- Valuation, tools -- An overview of option pricing -- Option pricing models -- Hedging option portfolios -- Risk and control issues -- Appendix i: option-adjusted spreads -- Appendix ii: pricing options with correlation -- Appendix iii: MBS prepayment and valuation -- Answers to chapter exercises -- References. |