Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps and Mortgage Securities (Financial Management Association Survey and Synthesis Series) - Tapa dura

Arditti, Fred D.

 
9780875845609: Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps and Mortgage Securities (Financial Management Association Survey and Synthesis Series)
Tapa dura
ISBN 10: 0875845606 ISBN 13: 9780875845609
Editorial: Harvard Business Review Press, 1996

Sinopsis

This work discusses derivatives, covering all four major categories. It contains information on institutional procedure and market practice, explaining complicated subjects using numerical examples.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

The growth of derivative markets during the past decade has been nothing short of astounding and so, of late, has been the misunderstanding of their use. This book is the definitive resource on derivatives. It is the first to explain all four major classes of derivative instruments - options, futures, interest rate swaps, and mortgage securities - in terms of their market structure, applications, and pricing, with a focus on the valuation methods used most commonly by professional market participants. Unlike most treatments of derivatives, this book offers detailed explanations of the institutional procedure and market practice for each class of derivative as well as the pricing and hedging of mortgage-backed securities and the central role of prepayment in both activities. It also covers a wide variety of topics such as the structuring of CMOs, PACs, and TACs; smile option pricing; and pricing and hedging of long-dated swaps.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Harvard Business Review Press
Año de publicación
1996
Idioma
Inglés
ISBN 10 
0875845606
ISBN 13 
9780875845609
Encuadernación
Tapa dura
Número de páginas
416
Contacto del fabricante
no disponible
Persona responsable
no disponible