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内容提要:
本书适用于商学和经济学研究生和高年级本科生选修课。对那些想获得如何分析衍生证券实际知识的实际工作者来说,本书也适合。 ……
作者简介:
编辑推荐:
本书中哈佛商学经典·英文原版影印书。
目录:
INTRODUCTION
FUTURES MARKETS AND THE USE OF FUTURES FOR HEDGING FORWARD AND FUTURES PRICES INTEREST RATE FUTURES SWAPS OPTIONS MARKETS PROPERTIES OF STOCK OPTION PRICES INTRODUCTION TO BINOMIAL TREES MODEL OF THE BEHAVIOR OF STOCK PRICES THE BLACK-SCHOLES ANALYSIS OPTIONS ON STOCK INDICES,CURRENCIES,AND FUTURES CONTRACTS GENERAL APPROACH TO PRICING DERIVATIVES THE MANAGEMENT OF MARKET RISK NUMERICAL PROCEDURES INTEREST RATE DERIVATIVES AND THE USE OF BLACK'S MODEL INTEREST RATE DERIVATIVES AND MODELS OF THE YIELD CURVE EXOTIC OPTIONS ALTERNATIVES TO BLACK-SCHOLES FOR OPTION PRICING CREDIT RISK AND REGULATORY CAPITAL REVIEW OF KEY CONCEPTS |