Derivatives: Valuation and Risk Management - Rilegato

Dubofsky, David A.; Miller, Thomas W.

Rilegato

ISBN 10: 0195114701 ISBN 13: 9780195114706

Casa editrice: Oxford Univ Pr on Demand, 2002

Riassunto

Derivatives: Valuation and Risk Management, by David A. Dubofsky and Thomas W. Miller, Jr., enables students to acquire a strong working knowledge and thorough understanding of the rapidly growing field of financial derivatives. Students will learn essential risk management skills, such as how markets in these securities can be used to shift risk away from or toward the user.
With the purchase of this book, students will also have the unique opportunity to utilize Fincad XL-Dubofsky/Miller Edition, a limited version of FinancialCAD's comprehensive derivatives valuation toolkit, Fincad XL. The book features many examples using FinancialCAD's industry-leading package, affording students the chance to develop "real life" skills and helping business school students gain a competitive edge in the job market. Derivatives: Valuation and Risk Management is ideal for both undergraduate and graduate classes on derivatives, financial risk management, futures, or options.
Fincad XL is a software product currently used by thousands of financial practitioners and companies worldwide. Functions available in Fincad XL-Dubofsky/Miller Edition include: · Swaps · Forward Rates · Vanilla Options · Exotic Options · Fixed Income · Interest Rate Derivatives
To download your copy of Fincad XL-Dubofsky/Miller Edition, go to www.fincad.com/oxford. For more information on the complete version of Fincad XL, visit www.fincad.com.

Su questo libro

Descrizione del libro

Appealing to students and finance practitioners alike, this text presents the four primary derivative contracts: forwards, futures, swaps and options, and shows how each of these can be used effectively to manage financial price risk.

Contenuti

• Part One: Introduction to Derivatives and Risk Management:
• 1: An Overview of Derivative Contracts
• 2: Risk and Risk Management
• Part Two: Forward Contracts and Futures Contracts:
• 3: Introduction to Forward Contracts
• 4: Using Forward Contracts to Manage Risk
• 5: Determining Forward Prices and Futures Prices
• 6: Introduction to Futures
• 7: Risk Management with Futures Contracts
• 8: Stock Index Futures
• 9: Treasury Bond and Treasury Note Futures
• 10: Treasury Bill and Eurodollar Features
• Part Three: Swaps:
• 11: An Introduction to Swaps
• 12: Using Swaps to Manage Risk
• 13: Pricing and Valuing Swaps
• Part Four: Options:
• 14: Introduction to Options
• 15 Options Strategies and Profit Diagrams:
• 16: Arbitrage Restrictions on Option Prices
• 17: The Binomial Option Pricing Model
• 18: Continuous Time Option Pricing Models
• 19: Risk Management for Using Options
• Part Five: Derivative Frontiers:
• 20: Current Topics in Risk Management

Dettagli dell'edizione

• Editore: Oxford Univ Pr on Demand
• Data di pubblicazione: 2002
• Lingua: Inglese
• ISBN 10: 0195114701
• ISBN 13: 9780195114706
• Rilegatura: Copertina rigida
• Numero di pagine: 646
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia