An introduction to derivative securities, financial markets, and risk management (Record no. 56958)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02713nam a22002417a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211006122630.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210305b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780000987969 |
| 028 ## - DISTRIBUTOR NAME | |
| Distributor Name | Brijwasi Book Distributors |
| Distributor address | ;H-87,Lalita Park,Laxmi Nagar,Delhi-110092 |
| Bill Number | ;BW/005880 |
| Bill Date | ;27/10/2020 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6457 JAR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Robert A Jarrow |
| -- | ; Arkadev Chatterjea |
| 245 ## - TITLE STATEMENT | |
| Title | An introduction to derivative securities, financial markets, and risk management |
| Statement of responsibility, etc | /Robert A Jarrow |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Second edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | New Jersey |
| Name of publisher, distributor, etc | : World Scientific |
| Date of publication, distribution, etc | , 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxxv, 735 pages |
| Dimensions | ; 27 cm |
| 365 ## - TRADE PRICE | |
| Price amount | 1595 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Contents note | pt. I. Introduction. Derivatives and risk management --<br/>Interest rates --<br/>Stocks --<br/>Forwards and futures --<br/>Options --<br/>Arbitrage and trading --<br/>Financial engineering and swaps --<br/>pt. II. Forwards and futures. Forwards and futures markets --<br/>Futures trading --<br/>Futures regulations --<br/>The cost-of-carry model --<br/>The extended cost-of-carry model --<br/>Futures hedging --<br/>pt. III. Options. Options markets and trading --<br/>Option trading strategies --<br/>Option relations --<br/>Single period binomial model --<br/>Multiperiod binomial model --<br/>The Black-Scholes-Merton model --<br/>Using the Black-Scholes-Merton model --<br/>pt. IV. Interest rate derivatives. Yields and forward rates --<br/>Interest rate swaps --<br/>Single period binomial Heath-Jarrow-Morton model --<br/>Multiperiod binomial HJM model --<br/>The Heath-Jarroe-Morton libor model --<br/>Risk management models. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced! |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| 655 ## - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | ;Capital market |
| Non-focus term | ;Derivative securities |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | ; Arkadev Chatterjea |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNU LIBRARY | SNU LIBRARY | 05/03/2021 | Brijwasi Book Distributors | 1595.00 | 332.6457 JAR | 27951 | 05/03/2021 | 05/03/2021 | Books |
