APPLIED DERIVATIVES. OPTIONS, FUTURES, AND SWAPS RENDLEMAN R Księgarnia

"Rendleman provides the very best combination of theoretical grounding, applications, and intuition for serious practitioners of modern financial technology. The knowledge in this text is essential for success in today's sophisticated financial environment and forthcoming product innovations. I strongly recommend Applied Derivatives for anyone who is interested in pursuing a career in financial risk management."
Stanley J. Kon, Smith Breeden Associates, Inc.

Applied Derivatives provides a detailed, yet relatively non-technical, treatment of the conceptual foundations of derivative securities markets' pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps to provide insight into the potential risks and returns from conventional option investing.

Richard J. Rendleman, Jr. is Professor of Finance at the University of North Carolina at Chapel Hill. He is considered one of the premier researchers in the field of option pricing. He helped develop implied volatility and the binomial option pricing model, both of which are two of the most widely used tools for evaluating option prices today.

Table of Contents

Preface.
1. An Introduction to Option Markets.
2. Put-Call Parity and Other Pricing Restrictions.
3. An Introduction to the Binomial Option Pricing Model.
4. Advanced Binomial Option Pricing.
5. Practical Issues Associated with Binomial and Black-Scholes-based Option Replication.
6. The Black-Scholes Model: Using and Interpreting the "Greeks".
7. Options Arbitrage.
8. Option Investing from a Risk-Return Perspective.
9. Advanced Option Replication: Creating the Most Cost-effective Replicating Portfolio.
10. The Use of Exchange-traded Options in Asset Allocation.
11. Pricing Interest Rate-dependent Financial Claims with Option Features.
12. Introduction to Futures, Forward, and Swap Markets.
13. Futures Pricing.
14. Hedging with Futures.
15. Interest Rate Futures.
16. Swap Markets.
Index.

384 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.