Bültmann & Gerriets
Introduction to Derivative Securities, Financial Markets, and Risk Management
von Robert A Jarrow, Arkadev Chatterjea
Verlag: Imperial College Press
Gebundene Ausgabe
ISBN: 978-1-944659-55-4
Auflage: 2nd edition
Erschienen am 09.07.2019
Sprache: Englisch
Format: 257 mm [H] x 208 mm [B] x 28 mm [T]
Gewicht: 1497 Gramm
Umfang: 772 Seiten

Preis: 147,50 €
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Klappentext

This introductory textbook on derivatives and risk management is accessible in terms of the concepts as well as the mathematics. With its economics perspective, the book is closely connected to real markets, showing how macroeconomic forces have shaped the markets, explaining the major derivative pricing models using algebra and introductory calculus, showing students how to implement these models using basic statistics and elementary Excel spreadsheet skills, and discussing the uses of derivatives while warning against their abuses. Beginning at a level that is comfortable to lower division college students, the book gradually develops the material so that its lessons can be profitably used by business majors, arts, science and engineering graduates as well as MBAs who would work in the finance industry. While the main text is simple, many advanced topics and research ideas are included within the book in the form of "Extensions" that are optional material. Many of these inserts include current research insights not available in existing textbooks. Additionally, hard-to-teach interest rate derivatives are presented in an intuitive manner. The HeathJarrowMorton model, which is the most advanced derivatives pricing model, is made accessible by presenting it side-by-side with classical option pricing theory.