Extent:
XI, 752 S.
graph. Darst.
Type of publication: Book / Working Paper
Type of publication (narrower categories): Lehrbuch ; Textbook
Language: English
Notes:
About the author ; Acknowledgments ; Tools ; Introduction ; The cash markets ; Forward rates ; Fras ; Financial futures ; Short-term interest rate futures ; Bond and stock index futures ; Swaps ; Pricing and valuing swaps ; Options / basics and pricing
Opions / volatility and the Greeks
Options / from building blocks to portfolios
Options / interest rate and exotic options
1development of the credit derivatives market ; CDS pricing and credit indices ; Techniques ; Applications for financial engineering ; Managing currency risk ; Managing interest-rate risk using fras, rutures and swaps ; Managing interest-rate risk / using options and option-basedinstruments
Managing equity risk ; Managing commodity risk ; Managing credit risk ; Structured products.
1301
ISBN: 978-0-273-74240-1 ; 978-0-273-74241-8 ; 978-0-273-74242-5
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10009740130