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An introduction to derivative securities, financial markets, and risk management /Robert A Jarrow

By: Robert A Jarrow ; Arkadev ChatterjeaContributor(s): ; Arkadev ChatterjeaMaterial type: Text

TextPublisher number: Brijwasi Book Distributors | ;H-87,Lalita Park,Laxmi Nagar,Delhi-110092Publication details: New Jersey : World Scientific , 2019Edition: Second editionDescription: xxxv, 735 pages ; 27 cmISBN: 9780000987969Subject(s): Risk managementGenre/Form: ;Capital marketDDC classification: 332.6457 JAR

Contents:

pt. I. Introduction. Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- pt. II. Forwards and futures. Forwards and futures markets -- Futures trading -- Futures regulations -- The cost-of-carry model -- The extended cost-of-carry model -- Futures hedging -- pt. III. 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 -- pt. IV. Interest rate derivatives. Yields and forward rates -- Interest rate swaps -- Single period binomial Heath-Jarrow-Morton model -- Multiperiod binomial HJM model -- The Heath-Jarroe-Morton libor model -- Risk management models.

Summary: 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!

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	SNU LIBRARY	332.6457 JAR (Browse shelf(Opens below))	Available		27951

Total holds: 0

pt. I. Introduction. Derivatives and risk management --
Interest rates --
Stocks --
Forwards and futures --
Options --
Arbitrage and trading --
Financial engineering and swaps --
pt. II. Forwards and futures. Forwards and futures markets --
Futures trading --
Futures regulations --
The cost-of-carry model --
The extended cost-of-carry model --
Futures hedging --
pt. III. 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 --
pt. IV. Interest rate derivatives. Yields and forward rates --
Interest rate swaps --
Single period binomial Heath-Jarrow-Morton model --
Multiperiod binomial HJM model --
The Heath-Jarroe-Morton libor model --
Risk management models.

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!

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