Commentaire :

ISBN 13 : 978-129021256

Sommaire :
1. Introduction to Derivatives
2. Insurance, hedging, and simple strategies
3. An Introduction to Forwards and Options
4. Insurance, Collars, and Other Strategies
5. Introduction to Risk Management
6. Forwards, futures, and swaps
7. Commodity Forwards and Futures
8. Financial Forwards and Futures
9. Interest Rate Forwards and Futures
10. Swaps
11. Options
12. Parity and Other Option Relationships
13. Binomial Option Pricing: Basic Concepts
14. Binomial Option Pricing: Selected Topics
15. The Black-Scholes Formula
16. Market-Making and Delta-Hedging
17. Exotic Options: I
18. Financial engineering and applications
19. Financial Engineering and Security Design
20. Corporate Applications
21. Real Options
22. Advanced pricing theory and applications
23. The Lognormal Distribution
24. Monte Carlo Valuation
25. Brownian Motion and Ito's Lemma
26. The Black-Scholes-Merton Equation
27. Risk-Neutral and Martingale Pricing
28. Exotic Options: II
29. Volatility
30. Interest Rate and Bond Derivatives
31. Value at Risk
32. Credit Risk

Appendix

Langue : Anglais

Edition : 3ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque