| 000 | 02713nam a22002417a 4500 | ||
|---|---|---|---|
| 999 |
_c56958 _d56958 |
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| 005 | 20211006122630.0 | ||
| 008 | 210305b ||||| |||| 00| 0 eng d | ||
| 020 | _a9780000987969 | ||
| 028 |
_aBrijwasi Book Distributors _b;H-87,Lalita Park,Laxmi Nagar,Delhi-110092 _c;BW/005880 _d;27/10/2020 |
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| 082 | _a332.6457 JAR | ||
| 100 |
_aRobert A Jarrow _a; Arkadev Chatterjea |
||
| 245 |
_aAn introduction to derivative securities, financial markets, and risk management _c/Robert A Jarrow |
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| 250 | _aSecond edition | ||
| 260 |
_aNew Jersey _b: World Scientific _c, 2019 |
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| 300 |
_axxxv, 735 pages _c; 27 cm |
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| 365 | _b1595 | ||
| 505 | _apt. 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. | ||
| 520 | _aThis 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 | _aRisk management | ||
| 655 |
_a;Capital market _b;Derivative securities |
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| 700 | _a; Arkadev Chatterjea | ||
| 942 | _cBOOK | ||