přejít na obsah
Introduction to derivatives : options, futures, and swaps Náhled dokumentu
ZavřítNáhled dokumentu
Ověřování...

Introduction to derivatives : options, futures, and swaps

Autor R Stafford Johnson
Vydavatel: New York : Oxford University Press, 2009.
Vydání/formát:   Tištěná kniha : CD for computer   Počítačový soubor : EnglishZobrazit všechny vydání a formáty
Shrnutí:
"Introduction to Derivatives: Options, Futures, and Swaps provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models. Including more than 300 end-of-chapter problems and web exercises at the end of most chapters, Introduction to Derivatives is ideal for advanced undergraduate, MBA, and MS courses  Přečíst více...
Hodnocení:

(ještě nehodnoceno) 0 zobrazit recenze - Buďte první.

Předmětová hesla:
Více podobných

Vyhledat exemplář v knihovně

&AllPage.SpinnerRetrieving; Vyhledávání knihoven, které vlastní tento dokument...

Detaily

Žánr/forma: Einführung
Typ materiálu: Internetový zdroj
Typ dokumentu Kniha, Počítačový soubor, Internetový zdroj
Všichni autoři/tvůrci: R Stafford Johnson
ISBN: 9780195301656 019530165X
OCLC číslo: 163593994
Popis: xxxvii, 776 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)
Obsahy: PART I: OPTION STRATEGIES AND MARKETS --
1. Option Concepts and Fundamental Strategies --
2. The Option Market --
3. Option Strategies --
PART II: OPTION PRICING --
4. Fundamental Option Price Relations --
5. The Binomial Option Pricing Model --
6. The Binomial Pricing --
7. The Binomial Pricing of Options on Currencies and Bonds --
8. The Black-Scholes Option Pricing Model --
9. Applications of the Option Pricing Model, the Greeks, and Exotic Options --
PART III: FUTURES AND FUTURES OPTION CONTRACTS --
10. Futures and Forward Contracts --
11. Pricing Futures and Forward Contracts --
12. Options on Futures Contracts --
PART IV: MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES --
13. Managing Equity Positions with Stock Index Derivatives --
14. Managing Foreign Currency Positions with Derivatives --
15. Managing Fixed-Income Positions With Interest-Rate --
16. Managing Fixed-Income Positions With OTC Derivatives --
17. Interest Rate Swaps --
PART V: SWAPS --
18. Swap Derivatives: Forward Swaps and Swaptions --
19. Swap Valuation --
20. Currency and Credit Swaps --
PART VI: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES --
21. Embedded Options --
22. Mortgage- and Asset-Backed Securities and Their Derivatives.
Odpovědnost: R. Stafford Johnson.
Více informací

Anotace:

Derivatives: Markets, Strategies, and Applications provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the  Přečíst více...

Recenze

Recenze vložené uživatelem
Nahrávání recenzí GoodReads...
Přebírání recenzí DOGO books...

Štítky

Štítky všech uživatelů (3)

Zobrazit nejoblíbenější štítky jako: seznam štítků | tag cloud

Podobné dokumenty

Potvrdit tento požadavek

Tento dokument jste si již vyžádali. Prosím vyberte Ok pokud chcete přesto v žádance pokračovat.

Propojená data


\n\n

Primary Entity<\/h3>\n
<http:\/\/www.worldcat.org\/oclc\/163593994<\/a>> # Introduction to derivatives : options, futures, and swaps<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:CreativeWork<\/a>, schema:Book<\/a>, bgn:CD<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"163593994<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/dbpedia.org\/resource\/New_York_City<\/a>> ; # New York<\/span>\n\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/nyu<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Topic\/derivat_wertpapier<\/a>> ; # Derivat (Wertpapier)<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/891019<\/a>> ; # Derivative securities<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/936752<\/a>> ; # Futures<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/1139946<\/a>> ; # Swaps (Finance)<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Topic\/derivaten_financien<\/a>> ; # Derivaten (financi\u00EBn)<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/1046893<\/a>> ; # Options (Finance)<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/332.645\/e22\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:bookFormat<\/a> bgn:PrintBook<\/a> ;\u00A0\u00A0\u00A0\nschema:creator<\/a> <http:\/\/viaf.org\/viaf\/43534927<\/a>> ; # R Stafford Johnson<\/span>\n\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"2009<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"PART I: OPTION STRATEGIES AND MARKETS -- 1. Option Concepts and Fundamental Strategies -- 2. The Option Market -- 3. Option Strategies -- PART II: OPTION PRICING -- 4. Fundamental Option Price Relations -- 5. The Binomial Option Pricing Model -- 6. The Binomial Pricing -- 7. The Binomial Pricing of Options on Currencies and Bonds -- 8. The Black-Scholes Option Pricing Model -- 9. Applications of the Option Pricing Model, the Greeks, and Exotic Options -- PART III: FUTURES AND FUTURES OPTION CONTRACTS -- 10. Futures and Forward Contracts -- 11. Pricing Futures and Forward Contracts -- 12. Options on Futures Contracts -- PART IV: MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES -- 13. Managing Equity Positions with Stock Index Derivatives -- 14. Managing Foreign Currency Positions with Derivatives -- 15. Managing Fixed-Income Positions With Interest-Rate -- 16. Managing Fixed-Income Positions With OTC Derivatives -- 17. Interest Rate Swaps -- PART V: SWAPS -- 18. Swap Derivatives: Forward Swaps and Swaptions -- 19. Swap Valuation -- 20. Currency and Credit Swaps -- PART VI: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES -- 21. Embedded Options -- 22. Mortgage- and Asset-Backed Securities and Their Derivatives.<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:exampleOfWork<\/a> <http:\/\/worldcat.org\/entity\/work\/id\/853019767<\/a>> ;\u00A0\u00A0\u00A0\nschema:genre<\/a> \"Einf\u00FChrung<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:inLanguage<\/a> \"en<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Introduction to derivatives : options, futures, and swaps<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:productID<\/a> \"163593994<\/span>\" ;\u00A0\u00A0\u00A0\nschema:publication<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/163593994#PublicationEvent\/new_york_oxford_university_press_2009<\/a>> ;\u00A0\u00A0\u00A0\nschema:publisher<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Agent\/oxford_university_press<\/a>> ; # Oxford University Press<\/span>\n\u00A0\u00A0\u00A0\nschema:reviews<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/163593994#Review\/1981731583<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/catdir.loc.gov\/catdir\/toc\/fy0805\/2007032034.html<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9780195301656<\/a>> ;\u00A0\u00A0\u00A0\numbel:isLike<\/a> <http:\/\/bnb.data.bl.uk\/id\/resource\/GBA8C2329<\/a>> ;\u00A0\u00A0\u00A0\nwdrs:describedby<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/163593994<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

Related Entities<\/h3>\n
<http:\/\/dbpedia.org\/resource\/New_York_City<\/a>> # New York<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"New York<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/dewey.info\/class\/332.645\/e22\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Agent\/oxford_university_press<\/a>> # Oxford University Press<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:Agent<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Oxford University Press<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Topic\/derivat_wertpapier<\/a>> # Derivat (Wertpapier)<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Derivat (Wertpapier)<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Topic\/derivaten_financien<\/a>> # Derivaten (financi\u00EBn)<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Derivaten (financi\u00EBn)<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/vocabulary\/countries\/nyu<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\ndcterms:identifier<\/a> \"nyu<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/1046893<\/a>> # Options (Finance)<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Options (Finance)<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/1139946<\/a>> # Swaps (Finance)<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Swaps (Finance)<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/891019<\/a>> # Derivative securities<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Derivative securities<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/936752<\/a>> # Futures<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Futures<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/43534927<\/a>> # R Stafford Johnson<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Johnson<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"R. Stafford<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"R Stafford Johnson<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9780195301656<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"019530165X<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9780195301656<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/title\/-\/oclc\/163593994<\/a>>\u00A0\u00A0\u00A0\u00A0a \ngenont:InformationResource<\/a>, genont:ContentTypeGenericResource<\/a> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/www.worldcat.org\/oclc\/163593994<\/a>> ; # Introduction to derivatives : options, futures, and swaps<\/span>\n\u00A0\u00A0\u00A0\nschema:dateModified<\/a> \"2020-10-04<\/span>\" ;\u00A0\u00A0\u00A0\nvoid:inDataset<\/a> <http:\/\/purl.oclc.org\/dataset\/WorldCat<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/title\/-\/oclc\/163593994#PublicationEvent\/new_york_oxford_university_press_2009<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:PublicationEvent<\/a> ;\u00A0\u00A0\u00A0\nschema:location<\/a> <http:\/\/dbpedia.org\/resource\/New_York_City<\/a>> ; # New York<\/span>\n\u00A0\u00A0\u00A0\nschema:organizer<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/853019767#Agent\/oxford_university_press<\/a>> ; # Oxford University Press<\/span>\n\u00A0\u00A0\u00A0\nschema:startDate<\/a> \"2009<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/title\/-\/oclc\/163593994#Review\/1981731583<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Review<\/a> ;\u00A0\u00A0\u00A0\nschema:itemReviewed<\/a> <http:\/\/www.worldcat.org\/oclc\/163593994<\/a>> ; # Introduction to derivatives : options, futures, and swaps<\/span>\n\u00A0\u00A0\u00A0\nschema:reviewBody<\/a> \"\"Introduction to Derivatives: Options, Futures, and Swaps provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models. Including more than 300 end-of-chapter problems and web exercises at the end of most chapters, Introduction to Derivatives is ideal for advanced undergraduate, MBA, and MS courses in finance and serves as an excellent reference for professionals in equity and debt management.\"--Jacket.<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

Content-negotiable representations<\/p>\n