Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities / Fred D. Arditti.
نوع المادة :
نصالسلاسل:Financial Management Association survey and synthesis seriesالناشر:Boston : Harvard Business School Press, 1996وصف:xxi, 394 pages : illustrations ; 25 cmنوع المحتوى:- text
- unmediated
- volume
- 0875845606
- HG6024.U6 A73 1996
| نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
|---|---|---|---|---|---|---|---|
كتاب
|
UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG6024.U6 A73 1996 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000084924 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
| HG6024 C454 2013 An introduction to derivatives and risk management / | HG6024 C454 2013 An introduction to derivatives and risk management / | HG6024 C454 2013 An introduction to derivatives and risk management / | HG6024.U6 A73 1996 Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities / | HG6024.U6 C7 1996 Derivatives for decision makers : strategic management issues / | HG6024.U6 K66 1991 Understanding futures markets | HG6024.U6 P37 1997 F.I.A.S.C.O. : blood in the water on Wall Street / |
Includes bibliographical references and index.
Ch. 1. Stock Option Basics -- Ch. 2. The Institutional Environment for Stock Options -- Ch. 3. Stock Option Pricing -- Ch. 4. Risk Management of an Option Portfolio -- Ch. 5. Option Products -- Ch. 6. Exotic Options: Option Innovations to Meet Special Needs -- Ch. 7. Interest Rate Options -- Ch. 8. Contract Characteristics and the Institutional Environment -- Ch. 9. Pricing Futures, Forwards, and Options on Futures: General Considerations -- Ch. 10. Treasury Bill Futures -- Ch. 11. Eurodollars -- Ch. 12. U.S. Treasury Bond and Note Futures -- Ch. 13. The Standard and Poor's 500 Stock Price Index Futures Contract -- Ch. 14. Basics -- Ch. 15. Swap Pricing and Hedging -- Ch. 16. Nongeneric Swaps -- Ch. 17. Options on Swaps -- Ch. 18. The Underlying Instruments and Market Characteristics -- Ch. 19. Valuation and Hedging of Mortgage Pass-Throughs -- Ch. 20. CMOs, STRIPs, and Other Mortgage Derivative Instruments.
The growth of derivative markets during the past decade has been nothing short of astounding and so, of late, has been the misunderstanding of their use. This book is the definitive resource on derivatives. It is the first to explain all four major classes of derivative instruments - options, futures, interest rate swaps, and mortgage securities - in terms of their market structure, applications, and pricing, with a focus on the valuation methods used most commonly by professional market participants.
Unlike most treatments of derivatives, this book offers detailed explanations of the institutional procedure and market practice for each class of derivative as well as the pricing and hedging of mortgage-backed securities and the central role of prepayment in both activities. It also covers a wide variety of topics such as the structuring of CMOs, PACs, and TACs; smile option pricing; and pricing and hedging of long-dated swaps.
