Title Derivatives : markets, valuation, risk management / Robert E. Whaley

Published Hoboken, NJ : Wiley, 2006

Copies

Location	Call no.	Vol.	Availability
MELB	332.6457 Wha/Dmv		AVAILABLE

Description 930 pages : illustrations ; 26 cm + 1 CD-ROM Series Wiley finance series Wiley finance Wiley finance series. Contents Ch. 1. Derivative contracts and markets -- Ch. 2. Assumptions and interest rate mechanics -- Ch. 3. Relation between return and risk -- Ch. 4. No-arbitrage price relations : forwards, futures, swaps -- Ch. 5. Risk management strategies : futures -- Ch. 6. No-arbitrage price relations : options -- Ch. 7. Valuing standard options analytically -- Ch. 8. Valuing nonstandard options analytically -- Ch. 9. Valuating options numerically -- Ch. 10. Risk management strategies : options -- Ch. 11. Stock products -- Ch. 12. Corporate securities -- Ch. 13. Compensation agreements -- Ch. 14. Stock index products : futures and options -- Ch. 15. Stock index products : strategy based -- Ch. 16. Currency products -- Ch. 17. Interest rate products : futures and options -- Ch. 18. Interest rate products : swaps -- Ch. 19. Credit products -- Ch. 20. Valuing interest rate products numerically -- Ch. 21. Commodity products -- Ch. 22. Key lessons Notes Includes index Bibliography Includes bibliographical references and index Subject Derivative securities -- Marketing. Derivative securities -- Valuation. Financial risk management. LC no. 2006016190 ISBN 0471786322 (cloth/cd-rom) 9780471786320 (cloth/cdrom)

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