Financial Derivatives : An Introduction to Futures, Forwards, Options and Swaps

Redhead, Keith

Prentice Hall（1997/02発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 377 p.
言語 ENG
商品コード 9780132413992
DDC分類 332.645

Full Description

A broad-based introduction to financial derivatives which covers both the technical aspects of these instruments and the markets in which they are traded, and the underlying concepts. The text balances out rigour and accessibility through a clear writing style, a graduated mathematical treatment, and the integration of numerous examples and worked activities to illustrate the application of techniques and facilitate self-assessment.

Introduction1. Stock Index Futures 2. Short-Term Interest Rate Futures xxx; The Basics 3. Short-Term Interest Rate Futures xxx; Advanced 4. Strategies 5. Long-Term Interest Rate (Bond) Futures 6. Currency Forwards and Futures 7. Options xxx; 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 APPENDICES:(i) Glossary of Terms(ii)References