Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps (World Scientific Lecture Notes in Economics)
| Author | : | |
| Rating | : | 4.42 (694 Votes) |
| Asin | : | B00RVK0S5Y |
| Format Type | : | |
| Number of Pages | : | 464 Pages |
| Publish Date | : | 2014-02-18 |
| Language | : | English |
DESCRIPTION:
One Star Amazon Customer Not general enough. Just numerical examples, it lacks sound explanations
It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.. Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps
From the Inside Flap Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps.