Derivatives Markets and Analysis
Derivatives Markets and Analysis by R. Stafford Johnson Bloomberg financial series. Sách in màu về tài chính phái sinh Futures và Options...
Đặt in tại HoaXanh. In màu được chia làm 2 cuốn.
- 300,000đ
- Mã sản phẩm: DE9710
- Tình trạng: 2
PART 1: FUTURES AND FORWARD CONTRACTS 1
CHAPTER 1
Futures Markets 3
CHAPTER 2
Currency Futures and Forward Contracts 47
CHAPTER 3
Equity Index Futures 78
CHAPTER 4
Interest Rate and Bond Futures and Forward Contracts 121
PART 2: OPTIONS MARKETS AND STRATEGIES 185
CHAPTER 5
Fundamentals of Options Trading 187
CHAPTER 6
Non-Stock Options: Equity Index, Futures, OTC,
and Embedded Options 224
CHAPTER 7
Option Strategies 278
CHAPTER 8
Option Hedging 332
PART 3: OPTION PRICING 397
CHAPTER 9
Option Boundary Conditions and Fundamental Price Relations 399
CHAPTER 10
The Binomial Option Pricing Model 439
CHAPTER 11
The Black-Scholes Option Pricing Model 505
CHAPTER 12
Pricing Non-Stock Options and Futures Options 544
CHAPTER 13
Pricing Bond and Interest Rate Options 578
PART 4: FINANCIAL SWAPS 625
CHAPTER 14
Interest Rate Swaps 627
CHAPTER 15
Credit Default and Currency Swaps 673
PART 5: SUPPLEMENTAL APPENDIXES 705
APPENDIX A
Overview and Guide to the Bloomberg System 707
APPENDIX B
Directory Listing of Bloomberg Screens by Menu and Function 742
APPENDIX C
Uses of Exponents and Logarithms 755
Index 761