Derivatives markets. (Record no. 92085)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01680nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0-321-28030-X |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mcdonald, Robert L |
| 245 ## - TITLE STATEMENT | |
| Title | Derivatives markets. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2 nd Ed., |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2006 |
| Name of publisher, distributor, etc. | Addison Wesley |
| Place of publication, distribution, etc. | Harlow |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxix +964 pages : illustrations |
| Other physical details | 24cm ; Hard |
| 500 ## - GENERAL NOTE | |
| General note | $148.00 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Ch. 1. Introduction to derivatives --<br/>Ch. 2. An introduction to forwards and options --<br/>Ch. 3. Insurance, collars, and other strategies --<br/>Ch. 4. Introduction to risk management --<br/>Ch. 5. Financial forwards and futures --<br/>Ch. 6. Commodity forwards and futures --<br/>Ch. 7. Interest rate forwards and futures --<br/>Ch. 8. Swaps --<br/>Ch. 9. Parity and other option relationships --<br/>Ch. 10. Binomial option pricing : I --<br/>Ch. 11. Binomial option pricing : II --<br/>Ch. 12. The Black-Scholes formula --<br/>Ch. 13. Market-making and delta-hedging --<br/>Ch. 14. Exotic options : I --<br/>Ch. 15. Financial engineering and security design --<br/>Ch. 16. Corporate applications --<br/>Ch. 17. Real options --<br/>Ch. 18. The lognormal distribution --<br/>Ch. 19. Monte Carlo valuation --<br/>Ch. 20. Brownian motion and Ito's Lemma --<br/>Ch. 21. The Black-Scholes equation --<br/>Ch. 22. Exotic options : II --<br/>Ch. 23. Volatility --<br/>Ch. 24. Interest rate models.<br/>Ch. 25. Value at Risk<br/>Ch. 26. Credit Risk |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner." |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivatives |
| -- | Derivative securities--Marketing |
| -- | Derivative securities--Mathematical models |
| 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 | H.T. Parekh Library | 25/03/2010 | 13 | 332.645 McD | 31711 | 25/06/2019 | 25/06/2019 | 22/06/2019 | Books |