Ebook: Derivatives: Markets, Valuation, and Risk Management
Author: Whaley Robert E
- Tags: Derivative securities--Marketing, Derivative securities--Valuation, Financial risk management, Electronic books, Derivative securities -- Marketing, Derivative securities -- Valuation
- Series: Wiley finance series
- Year: 2007
- Publisher: Wiley
- City: Hoboken
- Language: English
- pdf
REFERENCES AND SUGGESTED READINGS; Part IV: Option Valuation; Chapter 6: No-Arbitrage Price Relations: Options; OPTIONS AND FORWARDS; CONTINUOUS RATES; DISCRETE FLOWS; NO-ARBITRAGE FUTURES OPTIONS RELATIONS; NO-ARBITRAGE INTER-MARKET RELATIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 7: Valuing Standard Options Analytically; INTUITION OF RISK-NEUTRAL VALUATION; LOG-NORMAL PRICE DISTRIBUTION; VALUING A EUROPEAN-STYLE CALL OPTION; VALUING A EUROPEAN-STYLE PUT OPTION; MEASURING RISK OF EUROPEAN-STYLE OPTIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS.;Derivatives: Markets, Valuation, and Risk Management; Contents; Preface; DERIVATIVE MARKETS; FUNDAMENTALS OF VALUATION; FORWARD/FUTURES/SWAP VALUATION; OPTION VALUATION; STOCK DERIVATIVES; STOCK INDEX DERIVATIVES; CURRENCY DERIVATIVES; INTEREST RATE DERIVATIVES; COMMODITY DERIVATIVES; LESSONS LEARNED; OPTVAL; REFERENCES; Acknowledgments; About the Author; Part I: Derivative Markets; Chapter 1: Derivative Contracts and Markets; FORWARDS; OPTIONS; WHY DO DERIVATIVES MARKETS EXIST?; EVOLUTION OF DERIVATIVES MARKETS; ATTRIBUTES OF EXCHANGE-TRADED DERIVATIVE MARKETS.;Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Download the book Derivatives: Markets, Valuation, and Risk Management for free or read online
Continue reading on any device:
Last viewed books
Related books
{related-news}
Comments (0)