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.
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Book Description Prentice Hall International. Paperback. Book Condition: Good. Book shows a small amount of wear to cover and binding. Some pages show signs of use. Bookseller Inventory # G0130165778I3N00
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