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Futures and options in risk management

Section: Books
Title: Futures and options in risk management / Terry J. WatshamAuthor: Watsham, Terry J.
Edition: 2nd. ed.Publication: London [etc.] : International Thomson Business Press, 1998Physical description: XI, 606 p. ; 25 cmNotes: 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 portfoliosMateria / lugar / evento: Gerencia de riesgos Gestión financiera Mercados financieros Productos financieros Riesgo financiero Futuros financieros Opciones Swaps Other categories: 7Standard numbers: ISBN 1-86152-379-3
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FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7 WAT FUT — Record number: 026951
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