Mathematics for Derivatives

John Martin

448 pages

Ajouter à une liste

Indisponible

Résumé

A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference for experienced market practitioners in need of a refresher on the intricacies of a specific instrument. Offering comprehensive coverage of derivative instruments, simple valuation methods, and many detailed examples, this book is sure to be warmly received by professional investors, fund managers, brokers, risk managers, analysts, financial software developers, and all who need a working knowledge of the mathematical techniques used in the derivatives industry.

Table of Contents

Acknowledgments.
Preface.
GETTING STARTED.
Introduction.
Fundamentals of Derivative Valuation.
A Review of Financial Math.
FORWARDS AND FUTURES.
The Role of Forwards Markets.
Interest Rate Forwards.
Foreign Exchange Forwards.
Equity Forwards.
SWAPS.
Swap Fundamentals.
Interest Rate Swaps.
Cross Currency Swaps.
Equity Swaps.
OPTIONS.
Option Fundamentals.
Equity Options.
Interest Rate Options.
Currency Options.

L'auteur - John Martin

John Martin (Australia) has worked, taught and published extensively in the areas of treasury, derivatives and financial risk
management. He was closely involved in the development of the derivatives industry in Australia in roles varying from market trader, risk
manager, regulator and educator. He is a Partner at PricewaterhouseCoopers in Australia.

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	John Martin
Nb. de pages	448
Format	16,5 x 26
Couverture	Relié
Poids	1062g
Intérieur	Noir et Blanc
EAN13	9780471479024
ISBN13	978-0-471-47902-4