| Description |
xiv, 272 pages : illustrations ; 23 cm |
| Contents |
Derivatives in a nutshell -- The forward contract -- The futures contract -- The swap contract -- The option contract -- Credit derivatives -- Using derivatives to manage risk -- Pricing forwards and futures -- Pricing swaps -- Pricing options -- Hedging a derivatives position -- Derivatives and the 2008 financial meltdown |
| Summary |
..."Derivatives provides a foundation on: The most common contracts available to you in today's market -- Key concepts such as cost of carry, settlement, valuation, and payoff -- Proven methods for establishing fair value -- How leverage can work for you--and against you -- The various derivative contracts traded today, including forwards, futures, swaps, and options -- Pricing methods and mathematics for determining fair value --Hedging strategies for managing and reducing different types of risk. Includes a brand-new chapter on the role derivatives played in the 2008 financial meltdown."--P. 4 of cover |
| Notes |
Formerly CIP. Uk |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Derivative securities.
|
| LC no. |
2010029969 |
| ISBN |
0071743510 (paperback) |
|
9780071743518 (paperback) |
|
