ISBN 13 : 978-0-260-11693-9

Sommaire :


Introduction

1: Contact Settlement and Cash Flow
2: Forward Pricing
3: Contract Specifications and Terminology
4: Expiration Profit and Loss
5: Theoretical Evaluation
6: Volatility
7: Risk Measurement
8: Delta Neutral Positions and Dynamic Hedging
9: The Dynamics of Risk
10: Spreading Strategies
11: Synthetic Equivalents
12: Synthetic Pricing and Arbitrage
13: Early Exercise of American Options
14: The Black-Scholes Model
15: Binomial Pricing
16: Hedging Strategies
17: Models and the Real World
18: Skewness and Kurtosis
19: Stock Indexes
20: Risk Analysis

Appendix: Useful Formulas and Relationships

Langue : Anglais

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque