Derivatives Markets: Pearson New International Edition


3e édition

To be financially literate in today's market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.

The Third Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives. The third edition has been updated to include new data and examples throughout.

For courses in options, futures, and derivatives.


VitalSource eBook (VitalBook) - En anglais 42,00 € DRM - Momentanément indisponible

Spécifications


Éditeur
Pearson Education
Édition
3
Auteur
Robert L. McDonald,
Langue
anglais
Mots clés
actifs financiers, finance de marché, manuel, ouvrage en anglais, VitalSource
Catégorie (éditeur)
Manuels et lecture complémentaires > Économie & Gestion > Finance & Comptabilité > Finance
Catégorie (éditeur)
Manuels et lecture complémentaires > Économie & Gestion > Finance & Comptabilité
BISAC Subject Heading
BUS036000 BUSINESS & ECONOMICS / Investments & Securities > BUS036060 BUSINESS & ECONOMICS / Investments & Securities / Stocks
BIC subject category (UK)
KFFM Investment & securities > KFFM1 Commodities > KFFM2 Stocks & shares
Code publique Onix
05 Enseignement supérieur
Date de première publication du titre
01 novembre 2013
Subject Scheme Identifier Code
Classification thématique Thema: Investissement et titres

VitalSource eBook


Date de publication
01 novembre 2013
ISBN-13
9781292034485
Ampleur
Nombre de pages de contenu principal : 912
Code interne
1292034483
Protection technique e-livre
DRM

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Sommaire


01. Introduction to Derivatives

I Insurance, Hedging, and Simple Strategies
02. An Introduction to Forwards and Options
03. Insurance, Collars, and Other Strategies
04. Introduction to Risk Management

II Forwards, Futures, And Swaps
05. Financial Forwards and Futures
06. Commodity Forwards and Futures
07. Interest Rate Forwards and Futures
08. Swaps

III Options
09. Parity and Other Option Relationships
10. Binomial Option Pricing: Basic Concepts
11. Binomial Option Pricing: Selected Topics
12. The Black-Scholes Formula
13. Market-Making and Delta-Hedging
14. Exotic Options: I

IV Financial Engineering and Applications
15. Financial Engineering and Security Design
16. Corporate Applications
17. Real Options

V Advanced Pricing Theory and Applications
18. The Lognormal Distribution
19. Monte Carlo Valuation
20. Brownian Motion and Ito's Lemma
21. The Black-Scholes-Merton Equation
22. Risk-Neutral and Martingale Pricing
23. Exotic Options: II
24. Volatility
25. Interest Rate and Bond Derivatives
26. Value at Risk
27. Credit Risk


Ressources Enseignant


En accès réservé, à télécharger

Solutions Manual, Test Item File, PowerPoints

Compléments


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