The Handbook of Fixed Income Options: Strategies, Pricing and Applications - Rilegato

Fabozzi, Frank

Rilegato

ISBN 10: 0786310235 ISBN 13: 9780786310234

Casa editrice: McGraw-Hill Education, 1996

Riassunto

A comprehensive reference for financial professionals, providing detailed information about the investment characteristics of fixed-income options and other option-like vehicles, how they are priced, how they can be employed in investment management, and the analysis of securities with embedded options. This revised and updated edition includes such specific topics as option characteristics, contracts, and pricing; option valuation models; trading, hedging, and arbitrage with options; caps, floors, portable swaps, and compound options; and option-adjusted spread analysis. Annotation c. by Book News, Inc., Portland, Or.

Su questo libro

L'autore:

Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.

Product Description:

Book by None

Su questa edizione

• Editore: McGraw-Hill Education
• Data di pubblicazione: 1996
• ISBN 10: 0786310235
• ISBN 13: 9780786310234
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 509