A guide to the full spectrum of derivatives, from the simplest to the most complex, as well as the law, regulation, documentation and practice surrounding them.
A classic collection of the writing of John Hull and Alan White.
本书涵盖了金融衍生工具的基本内容以及相应的风险管理知识, 主要介绍了期权, 远期, 期货, 互换等基础性金融衍生工具的基本知识, 市场制度, 定价原理和市场运用策略, ...
本书汇集了默顿·米勒教授在不同场合发表的22篇发言和演讲.在书中,作者对金融衍生工具发展的历程和前景 ...
本书共分三部分,首先,明确将衍生品定义为资本.如果说股份公司和股票市场的诞生和发展奠定了现代资本主义经济的制度基础 ...
本书涉足隐藏在衍生证券定价、结构和套期保值背后的数学,介绍了新的诸如测度变换等概念和Heath-Jarrow-Morton模型等内容。
The Practice Problems and Solutions Book offers students additional practice problems and worked-out solutions. Students can purchase the printed Practice Problems and Solutions Book from our online catalog or from MyPearsonStore.
This book gives you a more thorough understanding, and a practical skillset that investment managers need.
Based on author's thesis (doctoral - University of London), 2014.
reviews the U.S. federal income taxation of derivative transactions other than equity derivatives.
This Financial Times study deals with the tax treatment of foreign exchange and financial derivatives.
The Student Solutions Manual contains detailed, step-by-step answers to even-numbered problems in the text. Students can purchase the printed Student Solutions Manual from our online catalog or from MyPearsonStore.
Accompanying CD-ROM ... "contains Excel Spreadsheets with Option Pricing Functions."
Fundamentals of Derivatives Markets is a succinct yet comprehensive adaptation of the author's successful text, Derivatives Markets.
Suitable for advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management, this text bridges the gap between theory and practice.
This timely book sets out a clear, logical approach to the measurement of price risk positions using the techniques of factor sensitivity analysis and 'value at risk', illustrated with straightforward numerical examples.
The book analyses the construction of financial regulation, as well as its nature and how this should be assessed, using tools from the law, economics, and regulatory theory.
It also explains the new regulatory system in the UK, with specific reference to the regulation of financial derivatives, and the new code for the taxation of derivatives in the UK. As with all previous editions, the sixth edition presents ...
As a result of the Dodd-Frank Act Wall Street Reform and Consumer Protection Act of 2010, derivatives regulation has become a hot topic on Wall Street and is, therefore, of much interest to law firms with financial institutions as clients.
Derivatives: Law and Practice