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Derivates markets and analysis

By: Stafford Johnson, RMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; John Wiley y Sons ; 2017Description: 770ISBN: 978-1-118-20269-2Subject(s): Valores derivados | Economía | Inversiones | Negocios | ValoresLOC classification: HG/6024.A3/J65/2017
Contents:
Contiene: I. Futures and forward contracts: 1.Future markets.- 2. Currency futures and forward contracts.- 3. Equity index futures.- 4. Interest rate and bond futures and forward contracts.-- II. Options markets and strategies: 5. Fundamentals of options trading.- 6. Non-stock options: equity index, futures, OTC, and embedded options.- 7. Option strategies.- 8. Option Hedging.-- III. Option pricing: 9. Option boundary conditions and fundamental price relations.- 10. The binomial option pricing model.- 11. The black - scholes option pricing model.- 12. Pricing no-stock options and futures options.- 13. Pricing bond and interest rate options.-- IV. Financial swaps: Interest rate swaps.- 15. Credit default and currency swaps.-- V. Suplemental appendixes.
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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/J65/2017 (Browse shelf) Available 00009977

Contiene: I. Futures and forward contracts: 1.Future markets.- 2. Currency futures and forward contracts.- 3. Equity index futures.- 4. Interest rate and bond futures and forward contracts.-- II. Options markets and strategies: 5. Fundamentals of options trading.- 6. Non-stock options: equity index, futures, OTC, and embedded options.- 7. Option strategies.- 8. Option Hedging.-- III. Option pricing: 9. Option boundary conditions and fundamental price relations.- 10. The binomial option pricing model.- 11. The black - scholes option pricing model.- 12. Pricing no-stock options and futures options.- 13. Pricing bond and interest rate options.-- IV. Financial swaps: Interest rate swaps.- 15. Credit default and currency swaps.-- V. Suplemental appendixes.

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