This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium…
This book offers an up-to-date look at the evolution of interest rate swaps and derivatives. "Interest Rate Swaps and Derivatives" bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main 'rates' pr…
An up-to-date look at the evolution of interest rate swaps and derivatives. Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including s…
An up-to-date look at the evolution of interest rate swaps and derivatives. Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including s…
"This revised and fully expanded edition of Understanding Investments continues to incorporate the elements of traditional investments textbooks but goes further in that the material is presented from an intuitive, practical point of view, and the supplementary material included…
"This revised and fully expanded edition of Understanding Investments continues to incorporate the elements of traditional investments textbooks but goes further in that the material is presented from an intuitive, practical point of view, and the supplementary material included…
"This revised and fully expanded edition of Understanding Investments continues to incorporate the elements of traditional investments textbooks but goes further in that the material is presented from an intuitive, practical point of view, and the supplementary material included…
"This revised and fully expanded edition of Understanding Investments continues to incorporate the elements of traditional investments textbooks but goes further in that the material is presented from an intuitive, practical point of view, and the supplementary material included…
While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent dev…
