Centro de Documentacion de Fundación MAPFRE - Futures and options in risk management

MAP20070030993

Futures and options in risk management / Terry J. Watsham. — 2nd. ed. — London [etc.] : International Thomson Business Press, 1998

XI, 606 p. ; 25 cm

An introduction to derivatives -- An introduction to quantitative techniques -- The general principles of pricing forwards and futures contracts -- The general principles of valuing options -- Volatility -- Option strategies -- Equity options -- Futures and options on equity indices -- Currency forwards and futures -- Currency options -- Short-term interest rate futures -- Bond futures -- Options on debt instruments and interest rates -- Swaps -- Exotic options -- Managing risk in derivatives portfolios

ISBN 1-86152-379-3

1. Gerencia de riesgos . 2. Gestión financiera . 3. Mercados financieros . 4. Productos financieros . 5. Riesgo financiero . 6. Futuros financieros . 7. Opciones . 8. Swaps . I. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7 WAT FUT — Record number: 026951

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