| Description |
1 online resource (xxviii, 930 pages) : illustrations |
|
text file |
| Series |
The Wiley finance series |
|
The Wiley finance series.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Front Matter -- Derivative Markets. Derivative Contracts and Markets -- Fundamentals of Valuation. Assumptions and Interest Rate Mechanics -- Relation between Return and Risk -- Forwards/Futures/Swap Valuation. No-Arbitrage Price Relations: Forwards, Futures, Swaps -- Risk Management Strategies: Futures -- Option Valuation. No-Arbitrage Price Relations: Options -- Valuing Standard Options Analytically -- Valuing Nonstandard Options Analytically -- Valuing Options Numerically -- Risk Management Strategies: Options -- Stock Derivatives. Stock Products -- Corporate Securities -- Compensation Agreements -- Stock Index Derivatives. Stock Index Products: Futures and Options -- Stock Index Products: Strategy Based -- Currency Derivatives. Currency Products -- Interest Rate Derivatives. Interest Rate Products: Futures and Options -- Interest Rate Products: Swaps -- Credit Products -- Valuing Interest Rate Products Numerically -- Commodity Derivatives. Commodity Products -- Lessons Learned. Key Lessons -- Elementary Statistics -- Regression Analysis -- Statistical Tables -- Glossary of Derivatives-Related Terms. |
| Summary |
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. |
| Language |
English. |
| Subject |
Derivative securities -- Marketing.
|
|
Derivative securities -- Valuation.
|
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Financial risk management.
|
|
Instruments dérivés (Finances) -- Marketing. |
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Instruments dérivés (Finances) -- Évaluation. |
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Gestion du risque financier. |
|
Finances -- Gestion du risque. |
|
Derivative securities -- Marketing |
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Derivative securities -- Valuation |
|
Financial risk management |
| Other Form: |
Print version: Whaley, Robert E. Derivatives. Hoboken, N.J. : Wiley, ©2006 0471786322 9780471786320 (DLC) 2006016190 (OCoLC)67871007 |
| ISBN |
9781119201984 (electronic bk.) |
|
1119201985 (electronic bk.) |
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9780470086384 (electronic bk.) |
|
0470086386 (electronic bk.) |
|
9786610821976 |
|
6610821976 |
|
(cloth/cd-rom) |
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