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020 _a1-85564446-0
040 _cSMV
041 _hspa
050 _aHG/6024.A3/CH67/1995/v.I
100 _aChorafas, Dimitris N.
245 0 _aHow to understand and use mathematics for derivatives I: understanding the behaviour of markets
260 _a[s.l.]
260 _bEuromoney Books
260 _c1995
300 _a255 p.
505 _aContiene: 1. Treasury operations, financial instruments and inefficient markets.- 2. The third era in currency exchange and its aftermath.- 3. The forex markets: risks, crossrates, spreads, and dealers competition.- 4. Patterns in forex trading: market-markers, arbitrageurs, investors and correspindent banks. 5. Intrady patterns in foreign exchange and high frequency financial data.- 6. Business time, intrinsic time, microseasonal fluctuations and market productivity.- 7. Derative products in foreign.- 8. Notional principal amounts and the management of derivatives risk.- 9. Currency futures, options, forwards and the battle of the dollar.- 10. The many aspects of swaps and exotic derivatives.- 11. The tale of two banks: barrings and credit lyonnais.- 12. Other peoples money: orange county and emerging markets.
650 _aMatemáticas
653 _aEconomía
653 _aEstadísticas
942 _2lcc
942 _2lcc
942 _hHG/6024.A3/CH67/1995/v.I
_2lcc
999 _c1896
_d1896