Market risk analysis Volume III, Pricing, hedging and trading financial instruments Volume III, Pricing, hedging and trading financial instruments /
Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies tha...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, England :
John Wiley & Sons, Ltd
2008.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627363106719 |
| Sumario: | Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatil |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (422 p.) |
| Bibliografía: | Includes bibliographical references and indexes. |
| ISBN: | 9781281841063 9786611841065 9780470772812 |
