All about derivatives / Michael Durbin.

Author/creator Durbin, Michael
Format Book
EditionFully rev. 2nd ed.
Publication InfoNew York : McGraw-Hill, ©2011.
Descriptionxiv, 272 pages : illustrations ; 23 cm
Subjects

Contents Derivatives in a nutshell -- The forward contract -- The futures contract -- The swap contract -- The option contract -- Credit derivatives -- Using derivatives to manage risk -- Pricing forwards and futures -- Pricing swaps -- Pricing options -- Hedging a derivatives position -- Derivatives and the 2008 financial meltdown.
Abstract ..."Derivatives provides a foundation on: The most common contracts available to you in today's market -- Key concepts such as cost of carry, settlement, valuation, and payoff -- Proven methods for establishing fair value -- How leverage can work for you--and against you -- The various derivative contracts traded today, including forwards, futures, swaps, and options -- Pricing methods and mathematics for determining fair value --Hedging strategies for managing and reducing different types of risk. Includes a brand-new chapter on the role derivatives played in the 2008 financial meltdown."--P. 4 of cover.
Bibliography noteIncludes bibliographical references and index.
LCCN 2010029969
ISBN9780071743518 (pbk. : acid-free paper)
ISBN0071743510 (pbk. : acid-free paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG6024.A3 D87 2011 ✔ Available Place Hold