Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps

George Michael Constantinides author

Format:Hardback

Publisher:World Scientific Publishing Co Pte Ltd

Published:24th Feb '15

Currently unavailable, and unfortunately no date known when it will be back

Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps cover

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

ISBN: 9789814618410

Dimensions: unknown

Weight: unknown

232 pages