Articles liés à Options, Futures and Other Derivative Securities
Synopsis
This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium models. Other features include an explanation of the Heath, Jarrow and Morton work and a full discussion of yield-curve-based model. There is also expanded coverage of futures markets, hedging and duration. The book is designed for undergraduate and post-graduate courses in options and futures, derivative securities or speculative markets.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurPrentice-Hall
- Date d'édition1993
- ISBN 10 0130165778
- ISBN 13 9780130165770
- ReliureBroché
- Langueanglais
- Numéro d'édition2
- Nombre de pages450
- Coordonnées du fabricantnon disponible
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Options, Futures and Other Derivative Securities
Edité par
Prentice-Hall, 1993
ISBN 10 : 0130165778
ISBN 13 : 9780130165770
Ancien ou d'occasion
Taschenbuch
Vendeur : NEPO UG, Rüsselsheim am Main, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Gut. 450 Seiten ex Library Book / aus einer wissenschaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969. N° de réf. du vendeur 278250
Quantité disponible : 1 disponible(s)
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Options, Futures and Other Derivative Securities
Edité par
Pearson Education Limited, United Kingdom, Harlow, 1993
ISBN 10 : 0130165778
ISBN 13 : 9780130165770
Ancien ou d'occasion
Paperback
Vendeur : WorldofBooks, Goring-By-Sea, WS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Very Good. This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium models. Other features include an explanation of the Heath, Jarrow and Morton work and a full discussion of yield-curve-based model. There is also expanded coverage of futures markets, hedging and duration. The book is designed for undergraduate and post-graduate courses in options and futures, derivative securities or speculative markets. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. N° de réf. du vendeur GOR001351436
Quantité disponible : 6 disponible(s)