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Options, futures & other derivates

Material type: TextTextOriginal language: Spanish Publisher: Nueva Jersey ; Prentice Hall ; 2000Edition: 4a edDescription: 698 pISBN: 0-13-022444-8Subject(s): NullLOC classification: HG/6024.A3/H85O/2000
Contents:
Contiene: 1. Introduction.- 2. Futures markets and the use of future for hedging.- 3. Forward and futures prices.- 4. Interest rates and duration.- 5. Swaps.- 6. Options markets.- 7. Properties of stock option prices.- 8. Trading strategies involving options.- 9. Introduction to binomial trees.- 10. Model of the behavior of stock prices.- 11. The black scholes model.- 12. Options on stock indices, currencies, and futures.- 13. The greek letters.- 14. Value at risk.- 15. Estimating volatilities and correlations.- 16. Numerical procedures.- 17. Volatility smiles and alternatives to black scholes.- 18. Exotic options.- 19. Extensions of the tehoretical framework for pricing derivates.- 20. Interest rate derivates.- 21. Interest rate derivate: moels of the short rate.- 22. Interest rates derivates: more advanced models.
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Item type Current location Call number Status Date due Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/6024.A3/H85O/2000 (Browse shelf) Available 00003586

Contiene: 1. Introduction.- 2. Futures markets and the use of future for hedging.- 3. Forward and futures prices.- 4. Interest rates and duration.- 5. Swaps.- 6. Options markets.- 7. Properties of stock option prices.- 8. Trading strategies involving options.- 9. Introduction to binomial trees.- 10. Model of the behavior of stock prices.- 11. The black scholes model.- 12. Options on stock indices, currencies, and futures.- 13. The greek letters.- 14. Value at risk.- 15. Estimating volatilities and correlations.- 16. Numerical procedures.- 17. Volatility smiles and alternatives to black scholes.- 18. Exotic options.- 19. Extensions of the tehoretical framework for pricing derivates.- 20. Interest rate derivates.- 21. Interest rate derivate: moels of the short rate.- 22. Interest rates derivates: more advanced models.

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