Stafford Johnson, R.
Derivates markets and analysis - New Jersey John Wiley y Sons 2017 - 770
Contiene: I. Futures and forward contracts: 1.Future markets.- 2. Currency futures and forward contracts.- 3. Equity index futures.- 4. Interest rate and bond futures and forward contracts.-- II. Options markets and strategies: 5. Fundamentals of options trading.- 6. Non-stock options: equity index, futures, OTC, and embedded options.- 7. Option strategies.- 8. Option Hedging.-- III. Option pricing: 9. Option boundary conditions and fundamental price relations.- 10. The binomial option pricing model.- 11. The black - scholes option pricing model.- 12. Pricing no-stock options and futures options.- 13. Pricing bond and interest rate options.-- IV. Financial swaps: Interest rate swaps.- 15. Credit default and currency swaps.-- V. Suplemental appendixes.
978-1-118-20269-2
Valores derivados
Economía Inversiones Negocios Valores
HG/6024.A3/J65/2017
Derivates markets and analysis - New Jersey John Wiley y Sons 2017 - 770
Contiene: I. Futures and forward contracts: 1.Future markets.- 2. Currency futures and forward contracts.- 3. Equity index futures.- 4. Interest rate and bond futures and forward contracts.-- II. Options markets and strategies: 5. Fundamentals of options trading.- 6. Non-stock options: equity index, futures, OTC, and embedded options.- 7. Option strategies.- 8. Option Hedging.-- III. Option pricing: 9. Option boundary conditions and fundamental price relations.- 10. The binomial option pricing model.- 11. The black - scholes option pricing model.- 12. Pricing no-stock options and futures options.- 13. Pricing bond and interest rate options.-- IV. Financial swaps: Interest rate swaps.- 15. Credit default and currency swaps.-- V. Suplemental appendixes.
978-1-118-20269-2
Valores derivados
Economía Inversiones Negocios Valores
HG/6024.A3/J65/2017