Derivatives and Risk Management (BOK)

Derivatives and Risk Management (BOK)

Rajiv Srivastava

299,00 29900
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This book provides a comprehensive coverage of the fundamental concepts of the subject, which will be useful to postgraduate students as well as practitioners. The book begins with an introduction to derivatives, forwards and futures, commodity futures, stock and index futures, currency forwards and futures, and then moves on to the study of interest rate and forwards, interest rate futures, and interest rate and currency swaps. This is followed by a study of topics such as options - basics, option pricing - basics, option pricing - binomial model, options - Black Scholes model, and Options Greeks - Sensitivities. Subsequently, the book covers chapters such as volatility and value at risk, hedging with options, options trading strategies, exotic options, interest rate options, options on futures and swaps. Finally, the text covers credit risk, securitization, and credit derivatives, corporate securities and derivatives, real options, weather and energy derivatives, accounting for derivatives, and derivatives disasters.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2014 Forfatter Rajiv Srivastava
Forlag
OXFORD UNIVERSITY PRESS ACADEM
ISBN 9780198089155
Antall sider 680 Dimensjoner 18,9cm x 24,6cm x 3cm
Vekt 910 gram Leverandør Bertram Trading Ltd
Emner og form Management decision making