The Resource Financial derivatives : an introduction to futures, forwards, options and swaps, Keith Redhead

Financial derivatives : an introduction to futures, forwards, options and swaps, Keith Redhead

Label
Financial derivatives : an introduction to futures, forwards, options and swaps
Title
Financial derivatives
Title remainder
an introduction to futures, forwards, options and swaps
Statement of responsibility
Keith Redhead
Creator
Subject
Language
eng
Summary
  • This text provides a broad-based introduction to both the technical aspects of the main classes of derivatives - futures, forwards, options and swaps - and the markets in which they are traded, and the underlying concepts. Financial Derivatives balances out rigour and accessibility through the clarity of explanations, a graduated mathematical treatment and a variety of teaching and learning features, including chapter introductions, conclusions and annotated further reading; numerous integrated examples and worked activities to illustrate the application of techniques and facilitate self-assessment; and an extensive glossary of terms to assist quick reference and revision
  • The text is suitable for undergraduate and postgraduate modules in financial derivatives or investments, and students taking the examinations of professional bodies including the ACCA, Securities Institute and Association of Corporate Treasurers. It will also be of interest to practitioners wishing to acquire a working knowledge of financial derivatives
Cataloging source
DLC
Dewey number
332.64/5
Illustrations
illustrations
Index
index present
LC call number
  • HG6024.3
  • HG6024.3
LC item number
  • .R433 1997
  • .R433 1996
Literary form
non fiction
Nature of contents
bibliography
Label
Financial derivatives : an introduction to futures, forwards, options and swaps, Keith Redhead
Publication
Bibliography note
Includes bibliographical references (p. 339-341) and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
1. Introduction -- 2. Stock index futures -- 3. Short-term interest rate futures - the basics -- 4. Short-term interest rate futures - advanced strategies -- 5. Long-term interest rate (government bond) futures -- 6. Currency forwards and futures -- 7. Options - the basics -- 8. Hedging with options -- 9. Trading with options -- 10. Arbitrage with options -- 11. Black-Scholes option pricing models -- 12. Binomial option pricing models -- 13. Swaps
Control code
000012451346
Dimensions
24 cm
Extent
xiv, 377 p.
Isbn
9780132413992
Isbn Type
(pbk.)
Lccn
96020800
Other physical details
ill.
http://library.link/vocab/recordID
.b2004026x
System control number
  • 12451346KT
  • (OCoLC)34798093

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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