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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.645
書名/作者:	Derivative instruments : a guide to theory and practice // Brian A. Eales, Moorad Choudhry.
作者:	Eales, Brian Anthony.
其他作者:	Choudhry, Moorad.
出版者:	Oxford ; : Butterworth-Heinemann,, 2003.
面頁冊數:	1 online resource (xiii, 257 p.) : : ill.
標題:	Derivative securities.
ISBN:	9780750654197
ISBN:	0750654198
ISBN:	0080503896
ISBN:	9780080503899
書目註:	Includes bibliographical references and index.
內容註:	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.
摘要、提要註:	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.
電子資源:	http://www.sciencedirect.com/science/book/9780750654197

Derivative instruments[electronic resource] :a guide to theory and practice /
Eales, Brian Anthony.

Derivative instrumentsa guide to theory and practice /[electronic resource] :Brian A. Eales, Moorad Choudhry. - Oxford ;Butterworth-Heinemann,2003. - 1 online resource (xiii, 257 p.) :ill. - Quantitative finance series. - Quantitative finance series..

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.

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.

ISBN: 9780750654197

Source: 93869:93868Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

189096
Derivative securities.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HG6024.A3 / E25 2003eb

Dewey Class. No.: 332.645

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