Options, Futures, and Other Derivatives

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Ideal for students studying Business, Economics, and Financial Engineering and Mathematics, this edition gives you a modern look at the derivatives market by incorporating the industry's hottest topics, such as securitisation and credit crisis, bridging the gap between theory and practice. The 9th Edition coversall of thelatest regulations and trends, including the Black-Scholes-Mertonformulas,overnight indexed swaps, and the valuation of commodity derivatives. Dive in for free with a 10-day trial of the O’Reilly learning platform—then explore all the other resources our members count on to build skills and solve problems every day. CHAPTER 28--"Real Options," "provides realistic examples showing how the real options approach can be used in capital investment appraisal.Stawki LIBOR są dostępne dla terminów maksymalnie rocznych, co oznacza, że ​​do budowy krzywej o dłuższych terminach konieczne są inne instrumenty, takie jak Futures i IRS. Pożyczkodawcy preferują krótkoterminowe pożyczki o zmiennej stopie procentowej, a kredytobiorcy preferują długoterminowe pożyczki o stałej stopie procentowej. O’Reilly members get unlimited access to books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers. The aim is to present a unifying framework within all derivatives-not just options or futures-can be valued. Practitioners refer to it as “the bible;” in the university and college marketplace it’s the best seller; and now it’s been revised and updated to cover the industry’s hottest topics and the most up-to-date material on new regulations.

Jest to bardzo dobry podręcznik do finansów ilościowych, często uznawany za biblię w tej wąskiej dziedzinie wiedzy.The default derivatives textbook in most MBAs in India, the book is dry and covers subject matter succinctly, it's in the hands of the average Indian B-School prof that it takes on the form of a greek novella in a kindergarten class. By incorporating the industry'shottest topics, such asthe securitization and credit crisis, author John C.