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Derivatives Markets - Robert L. McDonald

Derivatives Markets

International Edition
Media-Kombination
912 Seiten
2006 | 2nd edition
Pearson
978-0-321-31149-8 (ISBN)
CHF 109,95 inkl. MwSt
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To be financially literate in the market, students must have an understanding of derivatives concepts and instruments and the uses of those instruments in corporations. This title helps students gain intuition by linking theories and concepts together with a narrative that emphasizes the core economic principles underlying the uses of derivatives.
To be financially literate in today’s market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.  The Second Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives.

 

Chapter 1  Introduction to Derivatives

 

Part I  Insurance, Hedging, and Simple Strategies

 

Chapter 2  An Introduction to Forwards and Options

 

Chapter 3  Insurance, Collars, and Other Strategies

 

Chapter 4  Introduction to Risk Management

 

Part II  Forwards, Futures, and Swaps

 

Chapter 5  Financial Forwards and Futures

 

Chapter 6  Commodity Forwards and Futures

 

Chapter 7  Interest Rates Forwards and Futures

 

Chapter 8  Swaps

Part III  Options

Chapter 9  Parity and Other Option Relationships

 

Chapter 10  Binomial Option Pricing: I  

Chapter 11  Binomial Option Pricing: II  

Chapter 12  The Black-Scholes Formula

 

Chapter 13  Market-Making and Delta-Hedging  

Chapter 14  Exotic Options: I

Part IV  Financial Engineering and Applications

 Chapter 15  Financial Engineering and Security Design

 

Chapter 16  Corporate Applications

 

Chapter 17  Real Options

 

Part V   Advanced Pricing Theory

 

Chapter 18  The Lognormal Distribution

 

Chapter 19  Monte Carlo Valuation

 

Chapter 20  Brownian Motion and Ito’s Lemma

 

Chapter 21  The Black-Scholes Equation

 

Chapter 22  Exotic Options:  II

 

Chapter 23  Interest Rate Models

 

Chapter 24  Risk Assessment

 

Chapter 25  Credit Risk

 

Chapter 26  Volatility

Erscheint lt. Verlag 20.1.2006
Reihe/Serie Pearson International Edition
Sprache englisch
Maße 232 x 188 mm
Gewicht 1488 g
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
ISBN-10 0-321-31149-3 / 0321311493
ISBN-13 978-0-321-31149-8 / 9780321311498
Zustand Neuware
Informationen gemäß Produktsicherheitsverordnung (GPSR)
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