Derivatives : valuation and risk management (Book, 2003) []
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Derivatives : valuation and risk management

Derivatives : valuation and risk management

Author: David A Dubofsky; Thomas W Miller
Publisher: New York ; Oxford : Oxford University Press, 2003.
Edition/Format:   Print book : EnglishView all editions and formats

Deals with the four primary types of derivative contracts: forwards, futures, swaps, and options. This work focuses more on intuitive understanding on how to value each contract, and how to compute  Read more...

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Document Type: Book
All Authors / Contributors: David A Dubofsky; Thomas W Miller
ISBN: 0195114701 9780195114706
OCLC Number: 491342006
Description: XXIV-646 p. : ill. ; 25 cm
Contents: 1. An Overview of Derivative Contracts ; 2. Risk and Risk Management ; 3. Introduction to Forward Contracts ; 4. Using Forward Contracts to Manage Risk ; 5. Determining Forward Prices and Futures Prices ; 6. Introduction to Futures ; 7. Risk Management with Futures Contracts ; 8. Stock Index Futures ; 9. Treasury Bond and Treasury Note Futures ; 10. Treasury Bill and Eurodollar Features ; 11. An Introduction to Swaps ; 12. Using Swaps to Manage Risk ; 13. Pricing and Valuing Swaps ; 14. Introduction to Options ; 16. Arbitrage Restrictions on Option Prices ; 17. The Binomial Option Pricing Model ; 18. Continuous Time Option Pricing Models ; 19. Risk Management for Using Options ; 20. Current Topics in Risk Management
Responsibility: David A. Dubofsky, Thomas W. Miller, Jr.


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