Items related to Options, Futures and Other Derivative Securities
Synopsis
This text covers various aspects of the valuation of options, futures and other derivative securities. Structured so that text can be used with or without a knowledge of calculus, the book aims to provide a clear, non-technical explanation of the Cox, Ingersoll, Ross equilibrium models. Features include: a chapter on swaps, discussing how credit risk can be assessed in off-balance sheet items; a discussion of models for valuing interest rate derivative securities; a treatment of numerical procedures - Monte-Carlo simulation, binomial lattices, and finite difference models - together with the circumstances under which each is most applicable; a treatment of hedge parameters and portfolio insurance, credit risk evaluation and arbitrage arguments; a discussion of Black and Scholes' riskless portfolio and an explanation of the risk-neutral valuation argument; and an explanation of the geometric Brownian motion model of stock price behaviour.
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Options, Futures, and Other Derivative Securities
Published by
Pearson Education, Limited, 1989
ISBN 10: 0136383394
ISBN 13: 9780136383390
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. First Printing. Used book that is in clean, average condition without any missing pages. Seller Inventory # 6346808-6
Quantity: 1 available
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Options, Futures, and Other Derivative Securities
Published by
Pearson Education, Limited, 1989
ISBN 10: 0136383394
ISBN 13: 9780136383390
Used
Hardcover
Seller: Better World Books: West, Reno, NV, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. First Printing. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 5047992-6
Quantity: 1 available
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Options, futures, and other derivative securities
Seller: Wonder Book, Frederick, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Very Good condition. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp. Seller Inventory # M11N-01796
Quantity: 1 available
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Options, futures, and other derivative securities
Seller: Best and Fastest Books, Wantage, NJ, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Good solid copy, mild to moderate reading/age wear, no DJ if issued, may have some light markings or exowner inscription. We take great pride in accurately describing the condition of our books and media, ship within 48 hours, and offer a 100% money back guarantee. Customers purchasing more than one item from us may be entitled to a shipping discount. Seller Inventory # 1M5000005ROF_ns
Quantity: 1 available