Amazon cover image
Image from Amazon.com

Options and financial futures: valuation and uses

By: Material type: TextTextOriginal language: Spanish Publication details: New York; McGraw-Hill; 1992Description: 699 pISBN:
  • 0-07-017887-9
Subject(s): LOC classification:
  • HG/6024.A3/D83/1992
Contents:
Contenido: 1. Introduction.- 2. Introduction to options.- 3. Option strategeis and profit diagrams.- 4. Arbitrage restrictions on options prices.- 5. Put-call parity.- 6. The binonial option pricing model.- 7. The black-scholes option pricing model.- 8. The importance of delta.- 9. Stock index options.- 10. Other options and applications.- 11. Introduction to financial futures.- 12. Financial futures pricing theory: The cost of carry model.- 13. Hedging with futures contracts.- 14. Stock index futures.- 15. Debt instruments: Prices, yields, and risk.- 16. Short-term interest rate futures: Treasury bill and eurodollars.- 17. Treasury bond and treasury note futures.- 18. Foreign exchange futures.- 19. Futures optionsd, debt options, foreign exchange options, and swaps.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV HG/6024.A3/D83/1992 (Browse shelf(Opens below)) Available 00000783

Contenido: 1. Introduction.- 2. Introduction to options.- 3. Option strategeis and profit diagrams.- 4. Arbitrage restrictions on options prices.- 5. Put-call parity.- 6. The binonial option pricing model.- 7. The black-scholes option pricing model.- 8. The importance of delta.- 9. Stock index options.- 10. Other options and applications.- 11. Introduction to financial futures.- 12. Financial futures pricing theory: The cost of carry model.- 13. Hedging with futures contracts.- 14. Stock index futures.- 15. Debt instruments: Prices, yields, and risk.- 16. Short-term interest rate futures: Treasury bill and eurodollars.- 17. Treasury bond and treasury note futures.- 18. Foreign exchange futures.- 19. Futures optionsd, debt options, foreign exchange options, and swaps.

There are no comments on this title.

to post a comment.