Derivative securities (Record no. 79920)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01371nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0-538-84255-5 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.645 JAR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jarrow R; Turnbull S |
| 245 ## - TITLE STATEMENT | |
| Title | Derivative securities |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 1996 |
| Name of publisher, distributor, etc. | South Western College Publishing |
| Place of publication, distribution, etc. | Ohio |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxi,686 p. |
| Other physical details | 24 cm ; Hard Bound |
| 500 ## - GENERAL NOTE | |
| General note | 1521.89 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction to derivative Securities<br/>2. Simple arbitrage relationships for forward and futures<br/>3. Simple arbitrage relationships for options<br/>4. Asset price dynamics<br/>5. The binomial pricing Model<br/>6. Martingale pricing<br/>7. American options<br/>8. The Black Scholes Model<br/>9. Extensions to the Black Scholes Model<br/>10. Replication and risk exposure with Model Misspecification<br/>11. Foreign Currency<br/>12. Stock incicies and Commodities<br/>13. Interest Rate Contracts<br/>14. SWAPS<br/>15. Interest Rate Derivatives<br/>16. Pricing treasury bills, Treasury bonds, Treasury futures, and hedging with model misspecification<br/>17. Pricing Interest Rate Options and Hedging with Model Misspecification<br/>18. Credit Risk<br/>19. Non- Standard ( Exotic) options<br/>20. Non – Standard (Exotic) options : Path Dependent |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This text offers advanced undergraduates, MBA students and executives the theory and practical tools needed to price and hedge derivatives in the professional marketplace |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivative securities |
| -- | Accounting |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 4 | 1 | 332.645..JAR | 19171 | 14/12/2016 | 29/11/2016 | 21/06/2019 | Books |