Implicit Delivery Options in Futures Contracts and Optimal Exercise Strategy

Implicit Delivery Options in Futures Contracts and Optimal Exercise Strategy PDF Author: Roger D. Silk
Publisher:
ISBN:
Category : Futures
Languages : en
Pages : 292

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Implicit Delivery Options in Futures Contracts and Optimal Exercise Strategy

Implicit Delivery Options in Futures Contracts and Optimal Exercise Strategy PDF Author: Roger D. Silk
Publisher:
ISBN:
Category : Futures
Languages : en
Pages : 292

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Book Description


Delivery Options in Futures Contracts and Basis Behavior

Delivery Options in Futures Contracts and Basis Behavior PDF Author: Jana Hranaiova
Publisher:
ISBN:
Category :
Languages : en
Pages : 372

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The Financial Times Handbook of Financial Engineering

The Financial Times Handbook of Financial Engineering PDF Author: Lawrence Galitz
Publisher: Pearson UK
ISBN: 0273742426
Category : Education
Languages : en
Pages : 666

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Book Description
The Financial Times Handbook of Financial Engineering clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged. All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data.

Modeling Fixed-Income Securities and Interest Rate Options

Modeling Fixed-Income Securities and Interest Rate Options PDF Author: Robert A. Jarrow
Publisher: Stanford University Press
ISBN: 9780804744386
Category : Business & Economics
Languages : en
Pages : 376

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Book Description
This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.

Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 514

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An Introduction to Options & Futures

An Introduction to Options & Futures PDF Author: Don M. Chance
Publisher: Chicago : Dryden Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 632

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Financial Derivatives

Financial Derivatives PDF Author: Rob Quail
Publisher: John Wiley & Sons
ISBN: 0470541741
Category : Business & Economics
Languages : en
Pages : 627

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Book Description
Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.

Special Issue on Futures Markets

Special Issue on Futures Markets PDF Author: Jerome Leon Stein
Publisher:
ISBN:
Category : Commodity futures
Languages : en
Pages : 148

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Book Description


Modeling Fixed Income Securities and Interest Rate Options

Modeling Fixed Income Securities and Interest Rate Options PDF Author: Robert Jarrow
Publisher: CRC Press
ISBN: 0429780214
Category : Mathematics
Languages : en
Pages : 385

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Book Description
Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models. The author’s unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author’s pricing model is widely used in today’s securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities. Highlights of the Third Edition Chapters 1-16 completely updated to align with advances in research Thoroughly eliminates out-of-date material while advancing the presentation Includes an ample amount of exercises and examples throughout the text which illustrate key concepts .

Optimal Hedging in Futures Markets with Multiple Delivery Specifications

Optimal Hedging in Futures Markets with Multiple Delivery Specifications PDF Author: Avraham Kamara
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 50

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Book Description