| 000 | 03815nam a22009737a 4500 | ||
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| 999 |
_c21353 _d21352 |
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| 003 | OSt | ||
| 005 | 20240111163147.0 | ||
| 008 | 240109s2020 enk b 001 0 eng d | ||
| 020 | _a9781119595595 | ||
| 040 |
_cQCPL _erda |
||
| 082 | _a332.6457 | ||
| 100 | 1 |
_aCuthbertson, Keith _eauthor |
|
| 245 | 1 | 0 |
_aDerivatives _b: theory and practice _c/ Keith Cuthbertson, Dirk Nitzsche, Niall O'Sullivan |
| 264 | 1 |
_aChichester, West Sussex : _bWiley, _c2020 |
|
| 300 | _axxxii, 880 pages | ||
| 336 |
_2rdacontent _atext |
||
| 337 |
_2rdamedia _aunmediated |
||
| 338 |
_2rdacarrier _avolume |
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| 504 | _aIncludes bibliographical references (pages 867-869) and indexes. | ||
| 505 | 0 | _aChapter 1. Derivative securities | |
| 505 | 0 | _aPart I. Forwards and futures | |
| 505 | 0 | _aChapter 2. Future markets | |
| 505 | 0 | _aChapter 3. Forward and future prices | |
| 505 | 0 | _aChapter 4. Futures : hedging and speculation | |
| 505 | 0 | _aChapter 5. Index futures | |
| 505 | 0 | _aChapter 6. Strategies : stock index futures | |
| 505 | 0 | _aChapter 7. Currency forwards and futures | |
| 505 | 0 | _aPart II. Fixed income : cash markets | |
| 505 | 0 | _aChapter 8. Interest rates | |
| 505 | 0 | _aChapter 9. Bond markets | |
| 505 | 0 | _aChapter 10. Bonds : duration and convexity | |
| 505 | 0 | _aPart III. Fixed income futures contracts | |
| 505 | 0 | _aChapter 11. Interest rates futures | |
| 505 | 0 | _aChapter 12. Hedging with interest rate futures | |
| 505 | 0 | _aChapter 13. T-bond futures | |
| 505 | 0 | _aPart IV. Options | |
| 505 | 0 | _aChapter 14. Options markets | |
| 505 | 0 | _aChapter 15. Uses of options | |
| 505 | 0 | _aChapter 16. Black-Scholes model | |
| 505 | 0 | _aChapter 17. Option strategies | |
| 505 | 0 | _aChapter 18. Stock options and stock index options | |
| 505 | 0 | _aChapter 19. Foreign currency options | |
| 505 | 0 | _aChapter 20. Options on futures | |
| 505 | 0 | _aPart V. Options pricing | |
| 505 | 0 | _aChapter 21. BOPM : introduction | |
| 505 | 0 | _aChapter 22. BOPM : implementation | |
| 505 | 0 | _aChapter 23. BOPM : extensions | |
| 505 | 0 | _aChapter 24. Analysis of Black-Scholes | |
| 505 | 0 | _aChapter 25. Pricing European options | |
| 505 | 0 | _aChapter 26. Pricing options : Monte Carlo simulation | |
| 505 | 0 | _aPart VI. The Greeks | |
| 505 | 0 | _aChapter 27. Delta hedging | |
| 505 | 0 | _aChapter 28. The Greeks | |
| 505 | 0 | _aChapter 29. Portfolio insurance | |
| 505 | 0 | _aPart VII. Advanced options | |
| 505 | 0 | _aChapter 30. Other options | |
| 505 | 0 | _aChapter 31. Exotic options | |
| 505 | 0 | _aChapter 32. Energy and weather derivatives | |
| 505 | 0 | _aPart VIII. Swaps | |
| 505 | 0 | _aChapter 33. Interest rate swaps | |
| 505 | 0 | _aChapter 34. Pricing interest rate swaps | |
| 505 | 0 | _aChapter 35. Other interest rate swaps | |
| 505 | 0 | _aChapter 36. Currency swaps | |
| 505 | 0 | _aPart IX. Fixed income derivatives | |
| 505 | 0 | _aChapter 38. T-bond option, caps, floors and collar | |
| 505 | 0 | _aChapter 39. Swaptions, forward swaps, and MBS | |
| 505 | 0 | _aChapter 40. Pricing fixed income | |
| 505 | 0 | _aChapter 41. Pricing fixed income derivatives : BOPM | |
| 505 | 0 | _aPart X. Credit derivatives | |
| 505 | 0 | _aChapter 42. Credit default swaps (CDS) | |
| 505 | 0 | _aChapter 43. Securitisation, ABSs and CDOs | |
| 505 | 0 | _aPart XI. Market risk | |
| 505 | 0 | _aChapter 44. Value at risk | |
| 505 | 0 | _aChapter 45. VaR : other portfolios | |
| 505 | 0 | _aChapter 46. VaR : alternative measures | |
| 505 | 0 | _aPart XII. Price dynamics | |
| 505 | 0 | _aChapter 47. Assets price dynamics | |
| 505 | 0 | _aChapter 48. Black-Scholes PDE | |
| 505 | 0 | _aChapter 49. Equilibrium models : term structure | |
| 650 | _aDerivative securities | ||
| 700 | 1 |
_aNitzsche, Dirk _eauthor |
|
| 700 | 1 |
_aO'Sullivan, Niall Michael _eauthor |
|
| 942 |
_2ddc _cBOOK |
||