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Introduction to derivatives : options, futures, and swaps

作者: R Stafford Johnson
出版商: New York : Oxford University Press, 2009.
版本/格式:   打印圖書 : 電腦碟片   電腦檔案 : 英語所有版本和格式的總覽
提要:
"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  再讀一些...
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類型/形式: Einführung
資料類型: 網際網路資源
文件類型 圖書, 電腦檔案, 網際網路資源
所有的作者/貢獻者: R Stafford Johnson
ISBN: 9780195301656 019530165X
OCLC系統控制編碼: 163593994
描述: xxxvii, 776 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)
内容: 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.
責任: R. Stafford Johnson.
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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  再讀一些...

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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

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<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
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<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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Content-negotiable representations<\/p>\n