ESCP Europe

Item type

Book

Language

anglais

Pages

189 p.

Edition

5th ed.

Publication year

2003

ISBN

0-13-009144-8

Region

• GENERAL

This book contains solutions to the questions and problems that appear at the end of chapters of the book Options, futures, and other derivatives 5th edition : mechanics of futures markets ; determination of forward and futures prices ; interest rates markets ; swaps ; mechanics of options markets ; properties of stock options ; trading strategies involving options ; introduction to binomial trees ; a model of the behavior of stock prices ; the black-scholes model ; options on stock indices, currencies, and futures ; the greek letters ; value at risk ; estimating volatilities and correlations ; numerical procedures ; exotic options ; martingales and measures ; interest rate derivatives, the standard market models ; swaps revisited ; credit risk ; real options ; etc...