TY  - BOOK
TI  - Options, futures & other derivates
SN  - 0-13-022444-8
AV  - HG/6024.A3/H85O/2000 
CY  - Nueva Jersey
KW  - Null
N1  - 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
ER  -