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商品詳細
Intermediate Futures and Options : An Active Learning Approach.
・ISBN 978-981-12-8026-9 hard US$ 198.00
￥46,391.- (税込) ※（※）価格はご注文時の参考価格となります。
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★★★
・ISBN 978-981-12-8148-8 paper US$ 98.00
￥22,961.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Lee, Cheng Few / Lee, John / Lee, Alice, |
|---|---|
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2023.11 |
| ページ数 | 900 pp. |
| 言語 | ENG |
| ニュース番号 | ＜709-228 709-401＞ |
解説
Futures and Options are concerned with the valuation of derivatives and their application to hedging and speculating investments. This book contains 22 chapters and is divided into five parts. Part I contains an overview including a general introduction as well as an introduction to futures, options, swaps, and valuation theories. Part II: Forwards and Futures discusses futures valuation, the futures market, hedging strategies, and various types of futures. Part III: Option Theories and Applications includes both the basic and advanced valuation of options and option strategies in addition to index and currency options. Part IV: Advanced Analyses of Options takes a look at higher level strategies used to quantitatively approach the analysis of options. Part V: Special Topics of Options and Futures covers the applications of more obscure and alternative methods in derivatives as well as the derivation of the Black-Scholes Option Pricing Model.This book applies an active interdisciplinary approach to presenting the material; in other words, three projects involving the use of real-world financial data on derivative, in addition to homework assignments, are made available for students in this book.