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| Material Type: | Internet resource |
|---|---|
| Document Type: | Book, Internet Resource |
| All Authors / Contributors: |
Erik Banks; Paul Siegel |
| ISBN: | 0071453156 9780071453158 |
| OCLC Number: | 226252363 |
| Description: | p. cm. |
| Contents: | Option products and applications -- An introduction to options markets -- Conventional options -- Exotic options -- Option-embedded securities -- Option-embedded derivatives -- Option strategies -- Corporate and investor applications -- Valuation, hedging, and control -- An overview of option pricing -- Option pricing models -- Hedging option portfolios -- Risk and control issues -- Appendix i: option-adjusted spreads -- Appendix ii: pricing options with correlation -- Appendix iii: MBS prepayment and valuation -- Answers to chapter exercises -- References. |
| Responsibility: | by Erik Banks and Paul Siegel. |
| More information: |
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