All about derivatives

All about derivatives

by Durbin, Michael

Type Book
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Title Statements

  • Full title :All about derivatives / Michael Durbin.

Edition Statements

  • Publication Date:©2011.
  • Edition:Fully rev. 2nd ed

Publication Statements

  • Publisher(s):McGraw-Hill
  • Place of Publication:New York
  • Language:eng
  • Publication Date:©2011.

Notes

"Everything you need to know, including : the various derivative contracts traded today, includin forwards, futures, swaps, and options, pricing methods and mathematics for determining fair value, hedging strategies for managing and reducing different types of risk"--Couv.

The Physical Object

  • Description:xiv, 272 p.

Edition Identifiers

  • ISBN:9780071743518, 0071743510
  • oclc:ocn748785084
  • LC Classification:HG6024 .A3 D953a 2011
  • Dewey Decimal:332.64/57

Table of Contents

Derivatives in a nutshell -- The forward contract -- The futures contract -- The swap contract -- The option contract -- Credit derivatives -- Using derivatives to manage risk -- Pricing forwards and futures -- Pricing swaps -- Pricing options -- Hedging a derivatives position -- Derivatives and the 2008 financial meltdown -- High-frequency trading.

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