Derivatives: Markets, Valuation, and Risk Management (Wiley Finance) [Gebundene Ausgabe] mit CD-ROM von Robert E. Whaley

Robert E. Whaley

11 ratings by Goodreads

Language: English

Published by Wiley & Sons Auflage: Har/Cdr (2. Oktober 2006), 2006

0471786322 / 9780471786320

  • Hardcover
  • Used
See all details

Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer

5-star seller

AbeBooks seller since July 14, 2011

Hardcover

Condition: Used - Very good

£ 37.40

£ 33.81 shipping 
Ships from Germany to U.S.A.

Quantity: 1 available

Add to basket
Free 30-day returns

Item description from seller

Derivative contracts are incredibly powerful tools for managing expected return and risk. In order to take full advantage of the opportunities they afford, practitioners need to have a thorough understanding of how derivative contracts are valued.Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations. Robert E. Whaley is the Valere Blair Potter Professor of Management at the Owen Graduate School of Management, Vanderbilt University. His current research interests are in the areas of market microstructure, valuation of exotic options, stock splits, and executive stock option valuation. Professor Whaley's research has been published in top academic and practitioner journals, and he is a frequent presenter at major conferences and seminars. He holds a number of editorial positions, including Associate Editor of the Journal of Futures Markets, Journal of Derivatives, Journal of Risk, Pacific-Basin Finance Journal, and Advances in Futures and Options Resea Derivatives Markets, Valuation, and Risk Management Wiley Finance Robert E. Whaley Global Finance, Thunderbird The Garvin School of International Management Rothschild Professor of Banking, Professor of Finance, INSEAD Derivate ISBN 978-0471786320 9780471786320 Content: Preface ix Acknowledgments xxv About the Author xxvii PART ONE: Derivative Markets 1 CHAPTER 1: Derivative Contracts and Markets 3 PART TWO: Fundamentals of Valuation 49 CHAPTER 2: Assumptions and Interest Rate Mechanics 51 CHAPTER 3: Relation between Return and Risk 89 PART THREE: Forwards/Futures/Swap Valuation 119 CHAPTER 4: No-Arbitrage Price Relations: Forwards, Futures, Swaps 121 CHAPTER 5: Risk Management Strategies: Futures 143 PART FOUR: Option Valuation 173 CHAPTER 6: No-Arbitrage Price Relations: Options 175 CHAPTER 7: Valuing Standard Options Analytically 201 CHAPTER 8: Valuing Nonstandard Options Analytically 261 CHAPTER 9: Valuing Options Numerically 303 CHAPTER 10: Risk Management Strategies: Options 347 PART FIVE: Stock Derivatives 381 CHAPTER 11: Stock Products 383 CHAPTER 12: Corporate Securities 419 CHAPTER 13: Compensation Agreements 451 PART SIX: Stock Index Derivatives 467 CHAPTER 14: Stock Index Products: Futures and Options 469 CHAPTER 15: Stock Index Products: Strategy Based 517 PART SEVEN: Currency Derivatives 563 CHAPTER 16: Currency Products 565 PART EIGHT: Interest Rate Derivatives 601 CHAPTER 17: Interest Rate Products: Futures and Options 603 CHAPTER 18: Interest Rate Products: Swaps 637 CHAPTER 19: Credit Products 679 CHAPTER 20: Valuing Interest Rate Products Numerically 705 PART NINE: Commodity Derivatives 729 CHAPTER 21: Commodity Products 731 PART TEN: Lessons Learned 771 CHAPTER 22: Key Lessons 773 APPENDICES A. Elementary Statistics 779 B. Regression Analysis 821 C. Statistical Tables 861 D. Glossary 869 INDEX 897 Reihe/Serie Wiley Finance Verlagsort New York Sprache englisch Maße 189 x 258 mm Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-471-78632-2 0471786322 ISBN-13 978-0-471-78632-0 9780471786320 In englischer Sprache. 930 pages. 25,7 x 18 x 5,6 cm.…

Seller Inventory # BN0923

Title
Derivatives: Markets, Valuation, and Risk Management (Wiley Finance) [Gebundene Ausgabe] mit CD-ROM von Robert E. Whaley
Author
Robert E. Whaley
Publisher
Wiley & Sons Auflage: Har/Cdr (2. Oktober 2006)
Publication year
2006
Condition
gut
Binding
Hardcover
Language
English
ISBN 10
0471786322
ISBN 13
9780471786320
Edition
Auflage: Har/Cdr (2. Oktober 2006).
Item weight
2,000 grams

BUCHSERVICE / ANTIQUARIAT Lars Lutzer

Wahlstedt, Germany

5-star seller

AbeBooks seller since July 14, 2011

Shipping rates from Germany to U.S.A.

Item9 to 29 business days8 to 19 business days
First item£ 33.81£ 42.28
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Invoice
  • Paypal

Store description

ANTIQUARIAT *** LITERATUR RECHERCHE *** BUCHSERVICE *** ANTIQUARISCHE SUCHE Sollten Sie auf der Suche nach einem (ggf.raren/vergriffenen) Fachbuch sein, nutzen Sie einfach unseren persönlichen Service rund ums Buch. Wir besorgen jedes lieferbare Buch schnellstmöglich (sowie CDs, Kassetten, Spiele, Fortsetzungen, Fachzeitschriften etc.) und lösen auch anspruchsvollere Aufgaben - testen Sie uns! Für Kunden, die nach bestimmten Buchtiteln suchen, bieten wir einen unverbindlichen und kostenlosen Recherche-Service. Dank unserer guten Vernetzung kann unser Buchservice oft selbst solche Bücher aufspüren, die auf dem Markt bereits seit langem vergriffen sind. ANTIQUARIAT *** LITERATUR RECHERCHE *** BUCHSERVICE *** ANTIQUARISCHE SUCHE Impressum: BuchService Lars Lutzer - Einzelunternehmung -Alte Landstr. 39- 23812 Wahlstedt- TEL: +49 (0) 176 / 63887918 Email: L.LUTZER(AT)LLU-BUCHSERVICE(PUNKT)DE , UID: DE277819159…

Seller's business information

BUCHSERVICE / ANTIQUARIAT Lars Lutzer

Germany