| 000 | 01338cam a22002775a 4500 | ||
|---|---|---|---|
| 001 | 18344695 | ||
| 005 | 20161101113940.0 | ||
| 008 | 141023t2015 si a fr 000 0 eng d | ||
| 020 | _a9789814618427 | ||
| 040 |
_aDLC _beng _cDLC _dDLC _dEG-ScBUE |
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| 082 | 0 | 4 |
_a332.6457 _222 _bCON |
| 100 | 1 | _aConstantinides, George M. | |
| 245 | 1 | 0 |
_aFinancial derivatives : _bfutures, forwards, swaps, options, corporate securities and credit default swaps / _cGeorge M Constantinides. |
| 250 | _a1st ed. | ||
| 260 |
_aSingapore : _bWorld Scientific Publishing, _cc.2015. |
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| 300 |
_axi, 219 p. : _bill. ; _c24 cm. |
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| 490 | 0 |
_aWorld scientific lecture notes in economics, _x2382-6118 ; _vvol. 1 |
|
| 505 | 0 | _aIntroduction 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. | |
| 590 | _ashima | ||
| 650 | 7 |
_aDerivative securities. _2BUEsh _93234 |
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| 650 | 7 |
_aOptions (Finance) _2BUEsh _934937 |
|
| 650 | 7 |
_aSwaps (Finance) _2BUEsh _936753 |
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| 651 | _2BUEsh | ||
| 653 |
_bBUSADM _cOctober2016 _cNovember2016 |
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| 942 | _2ddc | ||
| 999 |
_c22901 _d22873 |
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