Franklin

Market risk analysis. Volume III, Pricing, hedging and trading financial instruments [electronic resource] / Carol Alexander.

Author/Creator:
Alexander, Carol.
Edition:
1st edition
Publication:
Chichester, England : John Wiley & Sons, Ltd., 2008.
Series:
Wiley finance series.
The Wiley Finance Series
Format/Description:
Book
1 online resource (422 p.)
Subjects:
Pricing.
Hedging (Finance).
Form/Genre:
Electronic books.
Language:
English
System Details:
text file
Summary:
Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatil
Contents:
Market Risk Analysis Volume III; Contents; List of Figures; List of Tables; List of Examples; Foreword; Preface to Volume III; III.1 Bonds and Swaps; III.2 Futures and Forwards; III.3 Options; III.4 Volatility; III.5 Portfolio Mapping; References; Index; Plates
Notes:
Description based upon print version of record.
Includes bibliographical references and indexes.
ISBN:
1-281-84106-4
9786611841065
0-470-77281-6
OCLC:
437234454
Loading...
Location Notes Your Loan Policy
Description Status Barcode Your Loan Policy