Financial derivatives : an introduction to futures, forwards, options and swaps
Material type: TextPublication details: New Delhi : Prentice-Hall of India, 1997Description: xiv, 337 p. : illustrationsISBN: 9780132413992; 013241399X ; 9788120313705 ; 8120313704Subject(s): Financial futures | Derivative securitiesDDC classification: 658.15Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Reference Books | Main Library Reference | Reference | 658.15 RED (Browse shelf(Opens below)) | Available | 009702 | ||
Reference Books | Main Library Reference | Reference | 658.15 RED (Browse shelf(Opens below)) | Available | 006449 |
1. Introduction --
2. Stock index futures --
3. Short-term interest rate futures --
the basics --
4. Short-term interest rate futures --
advanced strategies --
5. Long-term interest rate (government bond) futures --
6. Currency forwards and futures --
7. Options --
the basics --
8. Hedging with options --
9. Trading with options --
10. Arbitrage with options --
11. Black-Scholes option pricing models --
12. Binomial option pricing models --
13. Swaps.
A complete, highly accessible introduction to futures, forwards, options and swaps. Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, including currency forwards and futures, options, arbitrage, Black-Scholes and Binomial option pricing models. Discusses swaps. Presents numerous examples and worked "activities" to illustrate techniques and facilitate self-assessment. Undergraduate and postgraduate introductory courses in financial derivatives, financial markets, institutions and investments.
There are no comments on this title.