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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.