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Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities

Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities

자료유형
단행본
개인저자
Arditti, Fred D.
서명 / 저자사항
Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities / Fred D. Arditti.
발행사항
Boston :   Harvard Business School Press,   c1996.  
형태사항
xxi, 394 p. : ill. ; 25 cm.
총서사항
Financial Management Association survey and synthesis series.
ISBN
0875845606
서지주기
Includes bibliographical references (p. 375-385) and index.
일반주제명
Derivative securities --United States.
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049 0 ▼l 151045925
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082 0 0 ▼a 332.64/5 ▼2 20
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100 1 ▼a Arditti, Fred D.
245 1 0 ▼a Derivatives : ▼b a comprehensive resource for options, futures, interest rate swaps, and mortgage securities / ▼c Fred D. Arditti.
260 ▼a Boston : ▼b Harvard Business School Press, ▼c c1996.
300 ▼a xxi, 394 p. : ▼b ill. ; ▼c 25 cm.
440 0 ▼a Financial Management Association survey and synthesis series.
504 ▼a Includes bibliographical references (p. 375-385) and index.
650 0 ▼a Derivative securities ▼x United States.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/사회과학실(4층)/ 청구기호 332.645 A676d 등록번호 151045925 도서상태 대출가능 반납예정일 예약 서비스 B M ?

컨텐츠정보

책소개

Clears up misconceptions about the derivatives market, describes its four major classes of instruments, and discusses the investment potential of derivatives

Arditti begins by describing each class of derivative and the institutional arrangements that characterize the markets in which these instruments trade. He then examines the most basic derivatives with respect to their risk transference properties, risk management applications, and pricing. Subsequent chapters follow the evolution of markets in terms of new instruments, the factors inspiring their development, and the alterations in pricing technology required by more complex derivatives such as SCOREs, SuperShares, exotics, SMOs, PACs, and TACs. Annotation c. by Book News, Inc., Portland, Or.


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