عنوان
پدید آورنده
موضوع
رده
HG 6024 .A3 C6 2015
HG
6024
.
A3
C6
2015
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
978-981-4618-42-7
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
480081
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Financial derivatives
General Material Designation
[Book]
Other Title Information
: futures, forwards, swaps, options, corporate securities and credit default swaps
First Statement of Responsibility
/ George M Constantinides
.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.
Dimensions
; 24 cm
SERIES
Series Title
World scientific lecture notes in economics, 2382-6118
Volume Designation
; vol. 1
GENERAL NOTES
Text of Note
English
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
Derivative securities
Options (Finance)
Swaps (Finance)
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
6024
Book number
.
A3
C6
2015
PERSONAL NAME - PRIMARY RESPONSIBILITY
Constantinides, George M, author
ORIGINATING SOURCE
Country
Iran
Agency
University of Tehran. Kish International Campus
Old cataloging
p
BL
1
Y
