01668cam a22003015a 45000010009000000050017000090080041000260200018000670400033000850820022001181000030001402450138001702500012003082600055003203000033003754900070004085050389004785900010008676500040008776500036009176500034009536510010009876530038009979420008010359990017010439520155010609520151012151834469520161101113940.0141023t2015    si a   fr     000 0 eng d  a9789814618427  aDLCbengcDLCdDLCdEG-ScBUE04a332.6457222bCON1 aConstantinides, George M.10aFinancial derivatives :bfutures, forwards, swaps, options, corporate securities and credit default swaps /cGeorge M Constantinides.  a1st ed.  aSingapore :bWorld Scientific Publishing,cc.2015.  axi, 219 p. :bill. ;c24 cm.0 aWorld scientific lecture notes in economics,x2382-6118 ;vvol. 10 aIntroduction 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.  ashima 7aDerivative securities.2BUEsh93234 7aOptions (Finance)2BUEsh934937 7aSwaps (Finance)2BUEsh936753  2BUEsh  bBUSADMcOctober2016cNovember2016  2ddc  c22901d22873  00102ddc40708BaccahaMAINbMAINc1STd2016-10-30ePurchaseg450.00h25140l1o332.6457 CONp000034623r2025-07-15 00:00:00s2018-06-24v562.50yBB  00102ddc40708BaccahaMAINbMAINc1STd2016-11-01ePurchaseg450.00h25846l0o332.6457 CONp000045195r2025-07-15 00:00:00v562.50yBBzvol. 1