Applied Derivatives: Options, Futures, and Swaps - Brossura

Rendleman, Richard J., Jr.

Brossura

ISBN 10: 0631215905 ISBN 13: 9780631215905

Casa editrice: Blackwell Pub, 2002

Riassunto

Applied Derivatives provides a detailed, yet relatively non-technical, treatment of the conceptual foundations of derivative securities markets' pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps to provide insight into the potential risks and returns from conventional option investing.

Applied Derivatives is supported by the website www.rendleman.com/book which contains course software referenced in the text and additional questions and problems as they become available.

Su questo libro

Recensione:

"Rendleman provides the very best combination of theoretical grounding, applications, and intuition for serious practitioners of modern financial technology. The knowledge in this text is essential for success in today′s sophisticated financial environment and forthcoming product innovations. I strongly recommend Applied Derivatives for anyone who is interested in pursuing a career in financial risk management." Stanley J. Kon, Smith Breeden Associates, Inc.

"Rendleman has written an excellent text. The concepts are clearly presented in a systematic way, often using novel approaches that are communicated without the need of advanced mathematics. The reader will come away, not only with a firm practical understanding of derivative markets, but also with a solid grounding in the theory which will be extremely helpful in keeping up with ongoing developments in this rapidly evolving field." Peter Ritchken, Weatherhead School of Management

"For teachers, traders, and risk managers interested in intuition and applications, Rendleman′s book Applied Derivatives is an excellent choice." Robert Geske, UCLA

L'autore:

Richard J. Rendleman, Jr. is Professor of Finance at the University of North Carolina at Chapel Hill. He is considered one of the premier researchers in the field of option pricing. He helped develop implied volatility and the binomial option pricing model, both of which are two of the most widely used tools for evaluating option prices today.

Su questa edizione

• Editore: Blackwell Pub
• Data di pubblicazione: 2002
• ISBN 10: 0631215905
• ISBN 13: 9780631215905
• Rilegatura: Copertina flessibile
• Numero di pagine: 384