株式会社極東書店トップ商品一覧Futures and Options in Risk Management. 2nd ed.

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Futures and Options in Risk Management. 2nd ed.

Futures and Options in Risk Management. 2nd ed. リスク管理における先物取引とオプション

・ISBN 978-1-86152-379-2 paper

絶版

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著者・編者Watsham, Terry J.,
出版社(International Thomson Business Pr., UK)
出版年月1998
ページ数606 pp.
言語ENG
ニュース番号<430-475>

解説

This revised and expanded edition introduces students and managers to the theory and practice of pricing and hedging futures, forwards, options and swaps. The presentation is clear and logical, signposting difficult formulae to allow non-mathematicians to benefit from the book. Expanded coverage is given to the use and risks of derivatives in treasury as well as portfolio management. Topical new material is included on commodity derivatives, exotic options and the risks associated with derivatives trading.