Title: Financial Derivatives : Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps
Publisher: World Scientific Publishing Company
Publication Date: 2015
Language: English
ISBN 10: 9814618411
ISBN 13: 9789814618410
Binding: Hardcover
Condition: New

About this title

Synopsis

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.

This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

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Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.

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