Derivative Securities - Hardcover

JARROW; TURNBULL

Hardcover

ISBN 10: 0538862718 ISBN 13: 9780538862714

Verlag: South-Western, 1996

Inhaltsangabe

Book by Jarrow Robert Turnbull Stuart

Über diesen Titel

Reseña del editor

Accessible and intuitive, Derivative Securities offers the practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this book makes the theory and practice of pricing and hedging derivative securities accessible without the "watering down" of the material often deemed necessary. Although two modeling paradigms are explored - the discrete time binomial practice model and the continuous time models of Black-Scholes and Heath-Jarrow-Morton - all relevant concepts are introduced using the discrete time model. Examples and problems are tied to the software, a fully functional option pricing calculator based on a commercial software package developed by the authors.

Reseña del editor

Accessible and intuitive, Derivative Securities offers advanced undergraduates, MBA students, and executives the theory and practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this text makes the theory and practice of pricing and hedging derivative securities accessible without watering down the material. Presentation is complete yet avoids advanced mathematics. Equal coverage is given to options pricing theory and futures pricing theory, and cutting-edge derivatives research is incorporated throughout. Derivatives pricing software is bound with each text.

Details zur Ausgabe

• Verlag: South-Western
• Erscheinungsdatum: 1996
• Sprache: Englisch
• ISBN 10: 0538862718
• ISBN 13: 9780538862714
• Einband: Tapa dura
• Anzahl der Seiten: 697
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar