The Resource Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman
Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman
Resource Information
The item Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School.This item is available to borrow from 1 library branch.
Resource Information
The item Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School.
This item is available to borrow from 1 library branch.
- Summary
- "This book provides an accessible yet detailed overview of derivative securities, including forwards, futures, options, swaps, and emphasis on related products and trading strategies. It emphasizes coherency, practitioner relevance, conceptual explanations, quantitative detail, and practical examples. Topics include: - The rights and obligations associated with the product. - Terms and conventions associated with the product. - Opportunities and exposures associated with the product. - Product trade. - Motivation to trade the product. - How the product is priced and valued. - What underlying factors is the product sensitive. - How are the product's sensitivities measured. This book will include mathematics, but will focus on conceptual explanations represented in a way that is accessible to an individual with limited math skills; focus on reader comprehension, providing straightforward, plain-talking explanations that are directly related to those issues that matter most to practitioners; and emphasize motivations and sensitivities, understanding the nature of sensitivities, how to measure them, and how to offset them is more important than knowing how to price and value products"--
- Language
- eng
- Extent
- 1 online resource
- Contents
-
- Part One: Introduction to Forwards, Futures, and Options. Forwards and Futures
- Call Options
- Put Options
- Part Two: Pricing and Valuation. Useful Quantitative Concepts
- Introduction to Pricing and Valuation
- Understanding Pricing and Valuation
- The Binomial Option Pricing Model
- Part Three: The Greeks. Introduction to the Greeks
- Understanding Delta and Gamma
- Understanding Vega, Rho, and Theta
- Part Four: Trading Strategies. Price and Volatility Trading Strategies
- Synthetic, Protective, and Yield-Enhancing Trading Strategies
- Spread Trading Strategies
- Part Five: Swaps. Interest Rate Swaps
- Credit Default Swaps, Cross-Currency Swaps, and Other Swaps
- Isbn
- 9781119280941
- Label
- Derivatives essentials : an introduction to forwards, futures, options and swaps
- Title
- Derivatives essentials
- Title remainder
- an introduction to forwards, futures, options and swaps
- Statement of responsibility
- Aron Gottesman
- Language
- eng
- Summary
- "This book provides an accessible yet detailed overview of derivative securities, including forwards, futures, options, swaps, and emphasis on related products and trading strategies. It emphasizes coherency, practitioner relevance, conceptual explanations, quantitative detail, and practical examples. Topics include: - The rights and obligations associated with the product. - Terms and conventions associated with the product. - Opportunities and exposures associated with the product. - Product trade. - Motivation to trade the product. - How the product is priced and valued. - What underlying factors is the product sensitive. - How are the product's sensitivities measured. This book will include mathematics, but will focus on conceptual explanations represented in a way that is accessible to an individual with limited math skills; focus on reader comprehension, providing straightforward, plain-talking explanations that are directly related to those issues that matter most to practitioners; and emphasize motivations and sensitivities, understanding the nature of sensitivities, how to measure them, and how to offset them is more important than knowing how to price and value products"--
- Assigning source
- Provided by publisher
- Cataloging source
- DLC
- http://library.link/vocab/creatorName
- Gottesman, Aron A
- Index
- index present
- LC call number
- HG6024.A3
- LC item number
- G68 2016
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- Series statement
- Wiley finance series
- http://library.link/vocab/subjectName
- Derivative securities
- Label
- Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part One: Introduction to Forwards, Futures, and Options. Forwards and Futures -- Call Options -- Put Options -- Part Two: Pricing and Valuation. Useful Quantitative Concepts -- Introduction to Pricing and Valuation -- Understanding Pricing and Valuation -- The Binomial Option Pricing Model -- Part Three: The Greeks. Introduction to the Greeks -- Understanding Delta and Gamma -- Understanding Vega, Rho, and Theta -- Part Four: Trading Strategies. Price and Volatility Trading Strategies -- Synthetic, Protective, and Yield-Enhancing Trading Strategies -- Spread Trading Strategies -- Part Five: Swaps. Interest Rate Swaps -- Credit Default Swaps, Cross-Currency Swaps, and Other Swaps
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9781119280941
- Lccn
- 2016016290
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)946076309
- Label
- Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part One: Introduction to Forwards, Futures, and Options. Forwards and Futures -- Call Options -- Put Options -- Part Two: Pricing and Valuation. Useful Quantitative Concepts -- Introduction to Pricing and Valuation -- Understanding Pricing and Valuation -- The Binomial Option Pricing Model -- Part Three: The Greeks. Introduction to the Greeks -- Understanding Delta and Gamma -- Understanding Vega, Rho, and Theta -- Part Four: Trading Strategies. Price and Volatility Trading Strategies -- Synthetic, Protective, and Yield-Enhancing Trading Strategies -- Spread Trading Strategies -- Part Five: Swaps. Interest Rate Swaps -- Credit Default Swaps, Cross-Currency Swaps, and Other Swaps
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9781119280941
- Lccn
- 2016016290
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)946076309
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.law.upenn.edu/portal/Derivatives-essentials--an-introduction-to/rvY9tJvBkdE/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.law.upenn.edu/portal/Derivatives-essentials--an-introduction-to/rvY9tJvBkdE/">Derivatives essentials : an introduction to forwards, futures, options and swaps, Aron Gottesman</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.law.upenn.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.law.upenn.edu/">Biddle Law Library - University of Pennsylvania Law School</a></span></span></span></span></div>
