Coverart for item
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

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
Creator
Author
Subject
Genre
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"--
Member of
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
Instantiates
Publication
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
9781119163572
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
Publication
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
9781119163572
Lccn
2016016290
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)946076309

Library Locations

    • Biddle Law LibraryBorrow it
      3400 Chestnut Street, Philadelphia, Pennsylvania, 19104, US
      39.954941 -75.193362
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