Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps
By: Constantinides, George M
Material type:
BookSeries: World scientific lecture notes in economics ; vol. 1.Publisher: New Jersey : World Scientific, c2015.Description: xi, 219 p. : ill. ; 23 cm.ISBN: 9789814618427; 9789814618427 (pbk.)Subject(s): Derivative securities | Options (Finance) | Swaps (Finance)DDC classification: 332.64/57 Online resources: Location Map
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 332.6457 CO FI (Browse shelf) | Available | T0051166 |
Total holds: 0
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| 332.6457 CH IN An introduction to derivatives and risk management / | 332.6457 CH IN An introduction to derivatives and risk management | 332.6457 CH IN An introduction to derivatives and risk management | 332.6457 CO FI Financial derivatives : | 332.6457 CO IN Interest rate swaps and other derivatives | 332.6457 DA CR Credit derivatives : | 332.6457 DA DE Derivative products & pricing. |
Includes bibliographical references and index.
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.