Screen LibraryThe 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. |