عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
978-981-4618-42-7
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
.Language of Text, Soundtrack etc
انگليسي
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
George M Constantinides
Subsequent Statement of Responsibility
author
Title Proper
Financial derivatives: futures, forwards, swaps, options, corporate securities and credit default swaps
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New Jersey
Name of Publisher, Distributor, etc.
World Scientific
Date of Publication, Distribution, etc.
2015
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xi, 219 p.; 24 cm
SERIES
Series Title
World scientific lecture notes in economics, 2382-6118; vol. 1
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
CONTENTS NOTE
Text of Note
Introduction to forward and futures contracts -- Pricing forwards and futures -- Interest rate and currency swaps -- Introduction to options and no-arbitrage restrictions -- Trading strategies and slope and convexity restrictions -- Optimal early exercise of american options -- Binomial option pricing -- Using the binomial model -- The Black Scholes Merton Option : pricing formula
TOPICAL NAME USED AS SUBJECT
Entry Element
Derivative securities
Entry Element
Options (Finance)
Entry Element
Swaps (Finance)
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
6024
.
A3
C6
2015
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
Relator Code
Constantinides, George M
