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Introduction to derivatives : options, futures, and swaps

Author: R Stafford Johnson
Publisher: New York : Oxford University Press, 2009.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Introduction to Derivatives: Options, Futures, and Swaps provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and pricing models. Including more than 300 end-of-chapter problems and web exercises at the end of most chapters, Introduction to Derivatives is ideal for advanced undergraduate, MBA, and MS courses  Read more...
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Genre/Form: Einführung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: R Stafford Johnson
ISBN: 9780195301656 019530165X
OCLC Number: 163593994
Description: xxxvii, 776 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)
Contents: LIST OF EXHIBITS ; List of Figures ; List of Tables ; Preface ; PART I: OPTION STRATEGIES AND MARKETS ; 1: Option Concepts and Fundamental Strategies ; 2: The Option Market ; 3: Option Strategies ; PART II: OPTION PRICING ; 4: Fundamental Option Price Relations ; 5: The Binomial Option Pricing Model ; 6: The Binomial Pricing of Options on Dividend-Paying Stocks and Stock Indices ; 7: The Binomial Pricing of Options on Currencies and Bonds ; 8: The Black Scholes Option Pricing Model ; 9: Applications of the Option Pricing Model, The Greeks, and Exotic Options ; PART III: FUTURES AND FUTURES OPTION CONTRACTS ; 10: Futures and Forward Contracts ; 11: Pricing Futures and Forward Contracts ; 12: Options on Futures Contracts ; PART IV: MANAGING EQUITY, CURRENCY, AND DEBT POSITIONS WITH DERIVATIVES ; 13: Managing Equity Positions with Stock Index Derivatives ; 14: Managing Foreign Currency Positions with Derivatives ; 15: Managing Fixed-Income Positions with Interest-Rate Derivatives ; 16: Managing Fixed-Income Positions with OTC Derivatives ; PART IV: SWAPS ; 17: Interest Rate Swaps ; 18: Swap Derivatives: Forward Swaps and Swaptions ; 19: Swap Valuation ; 20: Currency and Credit Swaps ; PART V: EMBEDDED OPTIONS AND ASSET-BACKED SECURITIES ; 21: Embedded Options ; 22: Mortgage and Asset-Backed Securities and Their Derivatives ; APPENDIX A: Exponents and Logarithms ; APPENDIX B: Statistical Concepts ; APPENDIX C: Bond Fundamentals ; APPENDIX D: Guide to Derivative Excel Programs ; APPENDIX E: Guide to Bloomberg's Derivative Information and Programs ; ANSWERS TO SELECTED END-OF-THE- PROBLEMS ; GLOSSERY OF TERMS ; Index
Responsibility: R. Stafford Johnson.
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Derivatives: Markets, Strategies, and Applications provides a thorough explanation of derivatives from the basic concepts, strategies, and fundamentals to a more detailed understanding of the  Read more...

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