Articoli correlati a VALUATION OF OPTIONS ON FIXED INCOME: A SIMPLIFIED...
The innovations made during the last years on financial activity have led to the emergence of increasingly complex figures, with new derivative and hybrid products. Among the existing products, options have experienced a spectacular growth in recent years, both in volume of trading, which has been considerable, growing to hundreds of millions of contracts and investors popularity. In this work analyse the main of Fixed Income Option Valuation Models. Interest rate is studies because of the different positions that the underlying asset can adopt. Whether the underlying asset is a future on debt, or an interest rate, the positions are different, so the valuation is different too. The literature analyzes this movement in options on spot (Hull, 2005). We have described one of the main differences between options on fixed income and options on spot. For this, based on Black (1976) model for options on interest rate futures, we have studied the influence of the underlying asset on the results obtained. Furthermore we have compared analytical solutions with the results obtained in the financial markets, analyzing the main differences.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
L'autore:
Natividad Rodríguez Masero is Lecturer in Accounting in The Universidad Pablo de Olavide of Seville. She teaches Accounting in the Departament of Bususiness Adminstration of this University. She is Doctor in Accounting and Finance by the University of Seville. Her main research interests are Financial Markets, Capital Markets.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreLAP LAMBERT Academic Publishing
- Data di pubblicazione2010
- ISBN 10 3838385977
- ISBN 13 9783838385976
- RilegaturaCopertina flessibile
- Numero di pagine96
Compra nuovo
Scopri di più su questo articolo
EUR 47,98
Spese di spedizione:
EUR 3,67
In U.S.A.
I migliori risultati di ricerca su AbeBooks
Foto dell'editore
VALUATION OF OPTIONS ON FIXED INCOME: A SIMPLIFIED APPROACH
Editore:
LAP LAMBERT Academic Publishing
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
Brossura
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro Condizione: New. Codice articolo ABLIING23Apr0316110085556
Compra nuovo
EUR 47,98
Convertire valuta
Foto dell'editore
Valuation of Options on Fixed Income
Editore:
LAP Lambert Academic Publishing
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
Brossura
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9783838385976_lsuk
Compra nuovo
EUR 52,40
Convertire valuta
Foto dell'editore
Valuation of Options on Fixed Income
Editore:
LAP Lambert Academic Publishing 2010-07
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
PF
Quantità: 10
Da:
Valutazione libreria
Descrizione libro PF. Condizione: New. Codice articolo 6666-IUK-9783838385976
Compra nuovo
EUR 49,09
Convertire valuta
Foto dell'editore
VALUATION OF OPTIONS ON FIXED INCOME A SIMPLIFIED APPROACH
Editore:
LAP LAMBERT Academic Publishing
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
PAP
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L0-9783838385976
Compra nuovo
EUR 71,99
Convertire valuta
Immagini fornite dal venditore
VALUATION OF OPTIONS ON FIXED INCOME
Editore:
LAP LAMBERT Academic Publishing Jul 2010
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
Taschenbuch
Quantità: 2
Da:
Valutazione libreria
Descrizione libro Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The innovations made during the last years on financial activity have led to the emergence of increasingly complex figures, with new derivative and hybrid products. Among the existing products, options have experienced a spectacular growth in recent years, both in volume of trading, which has been considerable, growing to hundreds of millions of contracts and investors popularity. In this work analyse the main of Fixed Income Option Valuation Models. Interest rate is studies because of the different positions that the underlying asset can adopt. Whether the underlying asset is a future on debt, or an interest rate, the positions are different, so the valuation is different too. The literature analyzes this movement in options on spot (Hull, 2005). We have described one of the main differences between options on fixed income and options on spot. For this, based on Black (1976) model for options on interest rate futures, we have studied the influence of the underlying asset on the results obtained. Furthermore we have compared analytical solutions with the results obtained in the financial markets, analyzing the main differences. 96 pp. Englisch. Codice articolo 9783838385976
Compra nuovo
EUR 49,00
Convertire valuta
Immagini fornite dal venditore
VALUATION OF OPTIONS ON FIXED INCOME : A SIMPLIFIED APPROACH
Editore:
LAP LAMBERT Academic Publishing
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
Taschenbuch
Quantità: 1
Da:
Valutazione libreria
Descrizione libro Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The innovations made during the last years on financial activity have led to the emergence of increasingly complex figures, with new derivative and hybrid products. Among the existing products, options have experienced a spectacular growth in recent years, both in volume of trading, which has been considerable, growing to hundreds of millions of contracts and investors popularity. In this work analyse the main of Fixed Income Option Valuation Models. Interest rate is studies because of the different positions that the underlying asset can adopt. Whether the underlying asset is a future on debt, or an interest rate, the positions are different, so the valuation is different too. The literature analyzes this movement in options on spot (Hull, 2005). We have described one of the main differences between options on fixed income and options on spot. For this, based on Black (1976) model for options on interest rate futures, we have studied the influence of the underlying asset on the results obtained. Furthermore we have compared analytical solutions with the results obtained in the financial markets, analyzing the main differences. Codice articolo 9783838385976
Compra nuovo
EUR 49,00
Convertire valuta
Foto dell'editore
VALUATION OF OPTIONS ON FIXED INCOME A SIMPLIFIED APPROACH
Editore:
LAP LAMBERT Academic Publishing
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
PAP
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L0-9783838385976
Compra nuovo
EUR 54,87
Convertire valuta
Immagini fornite dal venditore
VALUATION OF OPTIONS ON FIXED INCOME
Editore:
LAP LAMBERT Academic Publishing
(2010)
ISBN 10: 3838385977
ISBN 13: 9783838385976
Nuovo
Brossura
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro Condizione: New. Codice articolo 5418847
Compra nuovo
EUR 41,05
Convertire valuta