Derivatives :
by Whaley, Robert E.
Series: The Wiley finance series Published by : Wiley, (Hoboken, N.J. :) Physical details: xxviii, 930 p. : ill. ; 26 cm. + ISBN:0471786322 (cloth/cdrom).- Table of contents only
Online Available
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E-Books
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Business Library Online Available | Ebooks | 332.64/57 (Browse shelf) | http://192.168.0.11/FOURTH%20TIME%20LIBRARY%20RESOURES/risk%20management=%2014/Derivatives%20Markets,%20Valuation,%20and%20Risk%20Management%200471786322.pdf | Available |
Includes bibliographical references and index.
Ch. 1. Derivative contracts and markets -- Ch. 2. Assumptions and interest rate mechanics -- Ch. 3. Relation between return and risk -- Ch. 4. No-arbitrage price relations : forwards, futures, swaps -- Ch. 5. Risk management strategies : futures -- Ch. 6. No-arbitrage price relations : options -- Ch. 7. Valuing standard options analytically -- Ch. 8. Valuing nonstandard options analytically -- Ch. 9. Valuating options numerically -- Ch. 10. Risk management strategies : options -- Ch. 11. Stock products -- Ch. 12. Corporate securities -- Ch. 13. Compensation agreements -- Ch. 14. Stock index products : futures and options -- Ch. 15. Stock index products : strategy based -- Ch. 16. Currency products -- Ch. 17. Interest rate products : futures and options -- Ch. 18. Interest rate products : swaps -- Ch. 19. Credit products -- Ch. 20. Valuing interest rate products numerically -- Ch. 21. Commodity products -- Ch. 22. Key lessons.
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