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Introduction to derivatives : options, futures, and swaps

Autor: R Stafford Johnson
Editorial: New York : Oxford University Press, 2009.
Edición/Formato:   Libro impreso : CD para computadora   Archivo de computadora : Inglés (eng)Ver todas las ediciones y todos los formatos
Resumen:
"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  Leer más
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Género/Forma: Einführung
Tipo de material: Recurso en Internet
Tipo de documento Libro, Archivo de computadora, Recurso internet
Todos autores / colaboradores: R Stafford Johnson
ISBN: 9780195301656 019530165X
Número OCLC: 163593994
Descripción: xxxvii, 776 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)
Contenido: 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.
Responsabilidad: R. Stafford Johnson.
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Resumen:

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  Leer más

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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
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<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