ISBN 13 : 978-981-12-9250-7

Sommaire : Preface

Part I: Introduction
Chapter 1: Derivatives and Risk Management
Chapter 2: Interest Rates
Chapter 3: Stocks
Chapter 4: Forwards and Futures
Chapter 5: Options
Chapter 6: Arbitrage and Trading
Chapter 7: Financial Engineering and Swaps

Part II: Forwards and Futures
Chapter 8: Forward and Futures Markets
Chapter 9: Futures Trading
Chapter 10: Futures Regulations
Chapter 11: The Cost of Carry Model
Chapter 12: The Extended Cost of Carry Model
Chapter 13: Futures Hedging

Part III: Options
Chapter 14: Options Markets and Trading
Chapter 15: Option Trading Strategies
Chapter 16: Option Relations
Chapter 17: Single Period Binomial Model
Chapter 18: Multiperiod Binomial Model
Chapter 19: The Black-Scholes-Merton Model
Chapter 20: Using the Black-Scholes-Merton Model

Part IV: Interest Rate Derivatives
Chapter 21: Yields and Forward Rates
Chapter 22: Interest Rate Swaps
Chapter 23: Single Period Binomial HJM Model
Chapter 24: Multiperiod Binomial HJM Model
Chapter 25: The HJM Libor Model
Chapter 26: Risk Management Models

Appendix: Mathematics and Statistics

References
Notation

Langue : Anglais

Edition : 3ème

Lieu d'édition : 1

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque