Jarrow, Robert A.
An introduction to derivative securities, financial markets, and risk management / Robert A. Jarrow, Conell University, Arkadev Chatterjea, The University of North Carolina at Chapel Hill. - 1st Indian reprint. - xxxiii, 798 p. : ill. (some color) ; 26 cm
Includes bibliographical references (pages R1-R7) and index.
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 -- .
9788130923390 9780393913071 (hbk.) 0393913074 (hbk.)
2012048956
Derivative securities.
Financial institutions.
Capital market.
Risk management.
332.6457 , A6/5 The Aryas Book Centre
An introduction to derivative securities, financial markets, and risk management / Robert A. Jarrow, Conell University, Arkadev Chatterjea, The University of North Carolina at Chapel Hill. - 1st Indian reprint. - xxxiii, 798 p. : ill. (some color) ; 26 cm
Includes bibliographical references (pages R1-R7) and index.
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 -- .
9788130923390 9780393913071 (hbk.) 0393913074 (hbk.)
2012048956
Derivative securities.
Financial institutions.
Capital market.
Risk management.
332.6457 , A6/5 The Aryas Book Centre