Options, futures & other derivates
Material type:
TextOriginal language: Spanish Publication details: Nueva Jersey; Prentice Hall; 2000Edition: 4a edDescription: 698 pISBN: - 0-13-022444-8
- HG/6024.A3/H85O/2000
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/6024.A3/H85O/2000 (Browse shelf(Opens below)) | Available | 00003586 |
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| HB/3711/G84/2001/t.I Assessing rational expectations 1 | C/HB/74.9P4/BCRP/2004 Concurso de investigación para jóvenes economistas 2002 - 2004 | HB/3711/G84/2001/t.2 Assessing rational expectations 2: "eductive" stability in economics | HG/6024.A3/H85O/2000 Options, futures & other derivates | KHQ/862/CONSUCODE/2005 Texto único ordenado de la Ley de COntrataciones y Adquisiciones del estado | KHQ/404/C63J/2006 Código civil: jurisprudencia, concordado, actualizado, sumillado, índice análitico | HB/135/D59/1990 Optimization in economic theory |
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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