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商品詳細
Financial Derivatives : Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps. 金融デリバティブ
・ISBN 978-981-4618-41-0 hard
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・ISBN 978-981-4618-42-7 paper
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電子版あり 大学・学術機関向け電子ブック(eBook)ISBN 978-981-4618-43-4
| 著者・編者 | Constantinides, George M., |
|---|---|
| シリーズ | World Scientific Lecture Notes in Economics |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2015 |
| ページ数 | 250 pp. |
| 言語 | ENG |
| ニュース番号 | <620-480> |
解説
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.