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An introduction to derivative securities, financial markets, and risk management / Robert A. Jarrow, - Arkadev Chatterjea,

By: Contributor(s): Material type: TextTextPublisher: New York : World Scientific 2019Edition: First EditionDescription: xxv, 735 pages : illustrations (some color) ; 26 cmContent type:
  • text
Media type:
  • book
Carrier type:
  • book
ISBN:
  • 9780393913071 (hbk.)
  • 9781944659653 (paper bak.)
Subject(s): DDC classification:
  • 332.6457 JAR 23
LOC classification:
  • HG6024.A3 J3747 2013
Contents:
Preface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management -- .
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Books Books Botho University Lesotho Open Shelves Faculty Business & Accounting 332.6457 JAR (Browse shelf(Opens below)) 1 Available BK003417

Includes bibliographical references and Index

Includes bibliographical references

Preface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management -- .

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