David Goldenberg

Derivatives Markets (eBook, PDF)

• Format: PDF

Produktbeschreibung

How can we evaluate the sometimes unintelligible world of financial derivatives, especially when they are seemingly capable of wreaking so much havoc?

It is clear that derivatives are not well-understood even among many market participants. This book is a crisp, down-to-earth, theoretically rigorous but applied introduction to derivative securities and will provide a working knowledge of derivatives to a wide area of market participants, including, but not limited to, finance students.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 704
• Erscheinungstermin: 2. März 2016
• Englisch
• ISBN-13: 9781317423560
• Artikelnr.: 44866048

Autorenporträt

David H. Goldenberg is an independent researcher in New York , USA.

Inhaltsangabe

Introduction Part 1 Forward Contracts and Futures Contracts 1. Spot,
Forward and Futures Contracting 2. Hedging with Forward Contracts 3.
Valuation of Forward Contracts on Underlyings without a Dividend Yield 4.
Forward Contracts on Underlyings with a Dividend Yield and Currency
Forwards 5. Futures Contracts: Market Organization 6. Hedging, Basis Risk,
Spreading and Spread Basis Risk 7. Financial Futures Contracts, their
Underlying Instruments, Hedging and Speculating Part 2 Trading Structures
Based on Forward Contracts 8. OTC Markets and Swaps Part 3 Options 9.
Introduction to Options Markets 10. Rational Option Pricing : Put-Call
Parity and Static Replication 11. Option Strategies: Hedging and
Speculating 12. Option Pricing in Discrete Time Part I: Static Hedging and
the Single- Period Binomial Option Pricing Model 13. Risk-Neutral Valuation
and the Binomial Option Pricing Model 14. Option Pricing in Discrete Time
Part II: Dynamic Hedging and the Multi-Period Binomial Option Pricing Model
15. Equivalent Martingale Measures: The Modern Approach to Option Pricing
16. Option Pricing in Continuous Time: from Bachelier to Black-Scholes and
Beyond. 17. Risk Neutral Valuation, EMMs, The BOPM. and Black Scholes