Derivative Securities

Derivative Securities

Book (01 Jan 1996)

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Publisher's Synopsis

A guide to the theory and practice of pricing and hedging derivative securities, in which option pricing theory and futures pricing theory receive equal coverage. Attention is given to equity and index derivatives, foreign currency derivatives, commodity derivatives, interest rate derivatives, and exotic options. Students are given an explanation of how to incorporate credit risk into the pricing and risk management of derivatives. The presentation avoids advanced mathematics.

Book information

ISBN: 9780538842556
Publisher: South-Western College Pub.
Imprint: South-Western College Pub.
Pub date:
Language: English
Number of pages: 686
Weight: -1g
Height: 240mm