Options, Futures and Other Derivative Securities

Options, Futures and Other Derivative Securities

4.11 (44 ratings by Goodreads)
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Description

This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium models. Other features include an explanation of the Heath, Jarrow and Morton work and a full discussion of yield-curve-based model. There is also expanded coverage of futures markets, hedging and duration. The book is designed for undergraduate and post-graduate courses in options and futures, derivative securities or speculative markets.show more

Product details

  • Paperback | 450 pages
  • 151 x 228mm | 605g
  • Pearson Education Limited
  • Prentice-Hall
  • Harlow, United Kingdom
  • International 2 Revised ed
  • Illustrations, facsims.
  • 0130165778
  • 9780130165770

Table of contents

Futures markets and the use of futures for trading forward and futures prices; interest rate futures; swaps; options markets; properties of stock option prices; trading strategies involving options; a model of the behaviour of stock prices; the Black-Scholes analysis; options in stock indices; a general approach to pricing; hedging positions in options and other derivative securities; numerical procedures; interest rate derivative securities; exotic options; alternatives to Black-Scholes for option pricing credit risks; review of key concepts.show more

Rating details

44 ratings
4.11 out of 5 stars
5 41% (18)
4 34% (15)
3 20% (9)
2 5% (2)
1 0% (0)
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