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All about derivatives

All about derivatives

Durbin, Michael

Book . English.
Fully rev. 2nd ed.
Published New York : McGraw-Hill Professional ; London : McGraw-Hill [distributor] 2011

Available at The Eddie Davies Library (postgraduate).

  • The Eddie Davies Library (postgraduate) – One available in Careers Coll. 332.6457/DUR

    Barcode Shelfmark Loan type Status
    EYW40 Careers Coll. 332.6457/DUR MBS Normal Available

  • Precinct Library – Earliest copy due back 28th May

    Barcode Shelfmark Loan type Status
    EYW33 332.6457/DUR Prct Standard Loan Due back 28th May

Details

    Statement of responsibility: Michael Durbin
    ISBN: 0071743510, 9780071743518
    Note: Formerly CIP.
    Note: Includes bibliographical references and index.
    Physical Description: xiv, 272 p. : ill. ; 23 cm.
    Subject: Derivative securities.

    Contents

    1. Derivatives in a nutshell
    2. The forward contract
    3. The futures contract
    4. The swap contract
    5. The option contract
    6. Credit derivatives
    7. Using derivatives to manage risk
    8. Pricing forwards and futures
    9. Pricing swaps
    10. Pricing options
    11. Hedging a derivatives position
    12. Derivatives and the 2008 financial meltdown.