Items related to Options, Futures and Other Derivative Securities
xviii 338p blue paperback, from a Cambridge college library, a slightly used and worn copy, essentially a clean and good working copy
"synopsis" may belong to another edition of this title.
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.
"About this title" may belong to another edition of this title.
- PublisherPrentice Hall International Paperback Editions
- Publication date1989
- ISBN 10 0136386024
- ISBN 13 9780136386025
- BindingPaperback
- Number of pages352
- Rating
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Options, Futures and Other Derivative Securities
Published by
Prentice Hall (Higher Education Division, Pearson Education)
(1989)
ISBN 10: 0136386024
ISBN 13: 9780136386025
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Softcover
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Book Description Condition: Good. Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # 39820599-20
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Options, Futures and Other Derivative Securities Hull, John
Published by
Prentice Hall (Higher Education Division, Pearson Education)
(1989)
ISBN 10: 0136386024
ISBN 13: 9780136386025
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Softcover
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Book Description Condition: Good. Good Dispatched within one working day Sold on behalf of the Langdon Foundation; Supporting young adults with disabilities. Seller Inventory # BOX936/JO3/04/01/23
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Options, Futures and Other Derivative Securities
Published by
Prentice Hall (Higher Education Division, Pearson Education)
(1989)
ISBN 10: 0136386024
ISBN 13: 9780136386025
Used
Paperback
Quantity: 1
Seller:
Rating
Book Description Paperback. Condition: Fair. A readable copy of the book which may include some defects such as highlighting and notes. Cover and pages may be creased and show discolouration. Seller Inventory # GOR004809112
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Options, Futures and Other Derivative Securities
Published by
Prentice Hall International Paperback Editions
(1989)
ISBN 10: 0136386024
ISBN 13: 9780136386025
Used
Softcover
Quantity: 1
Seller:
Rating
Book Description Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:0136386024. Seller Inventory # 9310211
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Options, Futures and Other Derivative Securities.
Published by
London: Prentice-Hall
(1989)
ISBN 10: 0136386024
ISBN 13: 9780136386025
Used
Paperback
Quantity: 1
Seller:
Rating
Book Description Paperback. Condition: Good. xviii 338p blue paperback, from a Cambridge college library, a slightly used and worn copy, essentially a clean and good working copy Language: English. Seller Inventory # 156647
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£ 12
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