Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.
This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

Product details

• Authors: George M. Constantinides, George Michael Constantinides, George M Constantinides, George Michael Constantinides
• Publisher: World Scientific Publishing
• Content: Book
• Product form: Paperback / Softback
• Publication date: 24.02.2015
• Subject: Social sciences, law, business > Business > Miscellaneous
• EAN: 9789814618427
• ISBN: 978-981-46184-2-7
• Series: World Scientific Lecture Notes in Economics; World Scientific Lecture Notes > 1; World Scientific Lecture Notes in Economics > 1
• Subjects: Business & Economics / Investments & Securities / General; Investment & securities; Investment and securities; Futures, Forwards, Options, Corporate Securities, Derivatives, Hedging, Risk Management