ESCP Europe

Item type

Book

Language

English

Publication year

2003

Edition no.

5th ed. ; Intern. ed.

ISBN

0-13-046592-5

Note

• Figures, glossary, tables

Regions

GENERAL

This book provides an approach to the valuation of all derivatives, not just futures and options : 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...