| Description |
1 online resource (xxviii, 930 pages) : illustrations |
| Series |
The Wiley finance series |
|
The Wiley finance series
|
| Contents |
Front Matter -- Derivative Markets. Derivative Contracts and Markets -- Fundamentals of Valuation. Assumptions and Interest Rate Mechanics -- Relation between Return and Risk -- Forwards/Futures/Swap Valuation. No-Arbitrage Price Relations: Forwards, Futures, Swaps -- Risk Management Strategies: Futures -- Option Valuation. No-Arbitrage Price Relations: Options -- Valuing Standard Options Analytically -- Valuing Nonstandard Options Analytically -- Valuing Options Numerically -- Risk Management Strategies: Options -- Stock Derivatives. Stock Products -- Corporate Securities -- Compensation Agreements -- Stock Index Derivatives. Stock Index Products: Futures and Options -- Stock Index Products: Strategy Based -- Currency Derivatives. Currency Products -- Interest Rate Derivatives. Interest Rate Products: Futures and Options -- Interest Rate Products: Swaps -- Credit Products -- Valuing Interest Rate Products Numerically -- Commodity Derivatives. Commodity Products -- Lessons Learned. Key Lessons -- Elementary Statistics -- Regression Analysis -- Statistical Tables -- Glossary of Derivatives-Related Terms |
| Summary |
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file |
| Bibliography |
Includes bibliographical references and index |
| Notes |
English |
|
Print version record |
| Subject |
Derivative securities -- Marketing
|
|
Derivative securities -- Valuation
|
|
Financial risk management.
|
|
BUSINESS & ECONOMICS -- Investments & Securities -- General.
|
|
Derivative securities -- Marketing
|
|
Derivative securities -- Valuation
|
|
Financial risk management
|
| Form |
Electronic book
|
| LC no. |
2006016190 |
| ISBN |
9781119201984 |
|
1119201985 |
|
9780470086384 |
|
0470086386 |
|
9786610821976 |
|
6610821976 |
|
