Derivative instruments a guide to theory and practice / [electronic resource] :

• 作者： Eales, Brian Anthony.
• 其他作者：
  • Choudhry, Moorad.
• 其他題名：
  • Quantitative finance series
• 出版： Oxford ;Boston : Butterworth-Heinemann
• 叢書名： Quantitative finance series
• 主題： Derivative securities , Electronic books.
• ISBN： 9780750654197 、 0750654198 、 0080503896 、 9780080503899
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Includes bibliographical references and index. Introduction to derivatives; Overview of bond instruments; Forewards and futures valuation; FRA's and interest rate futures; Bond futures; Swaps; Credit derivatives and CDOs; Equity futures; Equity swaps; Equity and equity index options; Option pricing; Equity linked structured products.
• More
• 摘要註: The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying CD-ROM. This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives. * Combines theory with valuation to provide overall coverage of the topic area * Provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses * Covers all the latest developments in derivatives.
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