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Options and financial futures: valuation and uses

By: Dubofsky, David AMaterial type: TextTextOriginal language: Spanish Publisher: New York ; McGraw-Hill ; 1992Description: 699 pISBN: 0-07-017887-9Subject(s): Opciones | Cobertura de riesgo | Contratos forward | Contratos futuros | Eurodólares | Futuros financieros | Índice de opciones | Mercado de opcionesLOC 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.
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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/D83/1992 (Browse shelf) 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.

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