ISBN 13 : 978-0-07-181877-3

Sommaire :
1. Financial contracts
2. Forward pricing
3. Contract specifications and option terminology
4. Expiration profit and loss
5. Theoretical pricing models
6. Volatility
7. Risk measurement I
8. Dynamic Hedging
9. Risk measurement II
10. Introduction to spreading
11. Volatility spreads
12. Bull and bear spreads
13. Risk considerations
14. Synthetics
15. Option arbitrage
16. Early exercice of American options
17. Hedging with options
18. The Black-Scholes model
19. Binomial Option Pricing
20. Volatility revisited
21. Position analysis
22. Stock index futures and options
23. Models and the real world
24. Volatility skews
25. Volatility contracts
Glossary of option terminology
Some useful math
Index

Langue : Anglais

Edition : 2ème

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque