Derivatives markets and analysis / R. Stafford Johnson
- Author:
- Johnson, R. Stafford
- Published:
- Hoboken, New Jersey : Wiley, 2017.
- Physical Description:
- 1 online resource
- Access Online:
- ezaccess.libraries.psu.edu
- Contents:
- Futures and Forward Contracts. Futures Markets -- Currency Futures and Forward Contracts -- Equity Index Futures -- Interest Rate and Bond Futures and Forward Contracts -- Options Markets and Strategies. Fundamentals of Options Trading -- Non-Stock Options -- Option Strategies -- Option Hedging -- Option Pricing. Option Boundary Conditions and Fundamental Price Relations -- The Binomial Option Pricing Model -- The Black-Scholes Option Pricing Model -- Pricing Non-Stock Options and Futures Options -- Pricing Bond and Interest Rate Options -- Financial Swaps. Interest Rate Swaps -- Credit Default and Currency Swaps -- Supplemental Appendixes. Appendix A: Overview and Guide to the Bloomberg System -- Appendix B: Directory Listing of Bloomberg Screens by Menu and Function -- Appendix C: Uses of Exponents and Logarithms.
- Subject(s):
- ISBN:
- 9781118240724 (electronic bk.)
1118240723 (electronic bk.)
9781118695258 (electronic bk.)
1118695259 (electronic bk.)
9781118228289 (electronic bk.)
1118228286 (electronic bk.)
9781118202692 (hardcover) - Note:
- Includes index.
View MARC record | catkey: 21835064