Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps
George Michael ConstantinidesDerivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.
This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.
კატეგორია:
წელი:
2014
გამომცემლობა:
WSPC
ენა:
english
გვერდები:
232
ISBN 10:
9814618411
ISBN 13:
9789814618410
სერია:
World Scientific Lecture Notes in Economics
ფაილი:
PDF, 5.59 MB
IPFS:
,
english, 2014