Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / George M Constantinides.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9789814618427
- 332.6457 22 CON
Item type | Current library | Collection | Call number | Vol info | Status | Notes | Date due | Barcode | Item holds |
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Central Library First floor | Baccah | 332.6457 CON (Browse shelf(Opens below)) | 25140 | Available | 000034623 | |||
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Central Library First floor | Baccah | 332.6457 CON (Browse shelf(Opens below)) | 25846 | Available | vol. 1 | 000045195 |
Introduction to forward and futures contracts -- Pricing forwards and futures -- Interest rate and currency swaps -- Introduction to options and no-arbitrage restrictions -- Trading strategies and slope and convexity restrictions -- Optimal early exercise of american options -- Binomial option pricing -- Using the binomial model -- The Black Scholes Merton Option : pricing formula.
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