Market risk analysis. Volume III, Pricing, hedging and trading financial instruments [electronic resource] / Carol Alexander.
- 1st edition
- Chichester, England : John Wiley & Sons, Ltd., 2008.
- Wiley finance series.
The Wiley Finance Series
1 online resource (422 p.)
- Electronic books.
- System Details:
- text file
- 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
- 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
- Description based upon print version of record.
Includes bibliographical references and indexes.
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