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Synopsis
xviii 338p blue paperback, from a Cambridge college library, a slightly used and worn copy, essentially a clean and good working copy
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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
Prentice Hall International Paperback Editions, 1989
ISBN 10: 0136386024
ISBN 13: 9780136386025
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
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
Quantity: 1 available