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Author Redhead, Keith, 1949-

Title Financial derivatives : an introduction to futures, forwards, options and swaps / Keith Redhead
Published London ; New York : Prentice Hall, 1997


Location Call no. Vol. Availability
 MELB  332.645 Red/Fda  AVAILABLE
Description xiv, 377 pages : illustrations ; 24 cm
Contents 1. Introduction -- 2. Stock index futures -- 3. Short-term interest rate futures - the basics -- 4. Short-term interest rate futures - advanced strategies -- 5. Long-term interest rate (government bond) futures -- 6. Currency forwards and futures -- 7. Options - the basics -- 8. Hedging with options -- 9. Trading with options -- 10. Arbitrage with options -- 11. Black-Scholes option pricing models -- 12. Binomial option pricing models -- 13. Swaps
Summary This text provides a broad-based introduction to both the technical aspects of the main classes of derivatives - futures, forwards, options and swaps - and the markets in which they are traded, and the underlying concepts. Financial Derivatives balances out rigour and accessibility through the clarity of explanations, a graduated mathematical treatment and a variety of teaching and learning features, including chapter introductions, conclusions and annotated further reading; numerous integrated examples and worked activities to illustrate the application of techniques and facilitate self-assessment; and an extensive glossary of terms to assist quick reference and revision
The text is suitable for undergraduate and postgraduate modules in financial derivatives or investments, and students taking the examinations of professional bodies including the ACCA, Securities Institute and Association of Corporate Treasurers. It will also be of interest to practitioners wishing to acquire a working knowledge of financial derivatives
Analysis Finance Risks Management
Bibliography Includes bibliographical references (pages 339-341) and index
Subject Financial futures.
Derivative securities.
LC no. 96020800
ISBN 013241399X paperback