FINANCIAL DERIVATIVES: FUTURES, FORWARDS, SWAPS, OPTIONS, CORPORATE SECURITIES, AND CREDIT DEFAULT SWAPS

George M Constantinides

ISBN 10: 981461842X ISBN 13: 9789814618427
Published by World Scientific Publishing Co Pte Ltd, SG, 2015
New Paperback

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Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk. Seller Inventory # LU-9789814618427

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Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or Mba elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

From the Back Cover: Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.

This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

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Bibliographic Details

Title: FINANCIAL DERIVATIVES: FUTURES, FORWARDS, ...
Publisher: World Scientific Publishing Co Pte Ltd, SG
Publication Date: 2015
Binding: Paperback
Condition: New

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