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Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / George M Constantinides.

By: Material type: TextSeries: World scientific lecture notes in economics ; vol. 1Publication details: Singapore : World Scientific Publishing, c.2015.Edition: 1st edDescription: xi, 219 p. : ill. ; 24 cmISBN:
  • 9789814618427
Subject(s): DDC classification:
  • 332.6457 22 CON
Contents:
Introduction 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.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Book - Borrowing Central Library First floor Baccah 332.6457 CON (Browse shelf(Opens below)) 25140 Available 000034623
Book - Borrowing Central Library First floor Baccah 332.6457 CON (Browse shelf(Opens below)) 25846 Available vol. 1 000045195
Total holds: 0

Introduction 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.

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