Options and financial futures : valuation and uses
Material type:
TextPublication details: New York : McGraw-Hill, c1992Description: xx, 699 p. : illustrationsISBN: 0070178879 :; 9780070178878Subject(s): Options (Finance) | FuturesDDC classification: 332.645 Summary: This text concentrates on how the prices of options and financial futures are determined. The material is evenly split between options and financial futures. Students are shown how to think and analyze, not just remember formulas. This text is designed for both the graduate and undergraduate courses in futures and options, speculative markets, derivative securities or advanced risk management. The book demonstrates one underlying theme to the valuation principles of options and futures arbitrage. One consistent model is used to determine prices for T-bills and T-Bonds, stock index and foreign currency futures. The book also shows how to use options and financial futures in order to reduce risk (examples exist throughout the text). An instructor's manual and software are available.
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Reference Books
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Main Library Reference | Reference | 332.645 DUB (Browse shelf(Opens below)) | Available | 004476 |
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| 332.6322 PRA The stock market | 332.642 LEV Guide to financial markets | 332.6441 FER Agricultural prices and commodity market analysis | 332.645 DUB Options and financial futures : valuation and uses | 332.645 HUL Options, futures, and other derivatives | 332.671 RAN A Method to analyze viability of pivate sector participation in new infrastructure projects in Sri Lanka | 332.673091724 PRI Private capital flows to developing countries : the road to financial integration. |
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This text concentrates on how the prices of options and financial futures are determined. The material is evenly split between options and financial futures. Students are shown how to think and analyze, not just remember formulas. This text is designed for both the graduate and undergraduate courses in futures and options, speculative markets, derivative securities or advanced risk management. The book demonstrates one underlying theme to the valuation principles of options and futures arbitrage. One consistent model is used to determine prices for T-bills and T-Bonds, stock index and foreign currency futures. The book also shows how to use options and financial futures in order to reduce risk (examples exist throughout the text). An instructor's manual and software are available.
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