Derivates essentials: an introduction to forwards, futures, options, and swaps

By: Gottesman, AronMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; John Wiley ; 2016Description: 328 pISBN: 9781119163497Subject(s): Productos derivadosLOC classification: HG/6024.A3/G68/2016
Contents:
Contiene: 1. Forwards and futures.- 2. Call options.- 3. Put options.- 4. Useful quantitative concepts.- 5. Introduction to pricing and valuation.- 6. Understanding pricing and valuation.- 7. The binomial option pricing model.- 8. Introduction to the greeks.- 9. Understanding delta and gamma.-10. Understanding vega, Rho, and theta.- 11. Price and volatility trading strategiiiiiiiies.- 12. Synthetic, protective, and yield enhancing trading strategies.- 13. Spread trading strategies.- 14. Interest rate swaps.- 15. Credit default swaps, cross-currency swaps, and other swaps.
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Contiene: 1. Forwards and futures.- 2. Call options.- 3. Put options.- 4. Useful quantitative concepts.- 5. Introduction to pricing and valuation.- 6. Understanding pricing and valuation.- 7. The binomial option pricing model.- 8. Introduction to the greeks.- 9. Understanding delta and gamma.-10. Understanding vega, Rho, and theta.- 11. Price and volatility trading strategiiiiiiiies.- 12. Synthetic, protective, and yield enhancing trading strategies.- 13. Spread trading strategies.- 14. Interest rate swaps.- 15. Credit default swaps, cross-currency swaps, and other swaps.

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