Search - Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps, and Mortgage Securities (Financial Management Association Survey and Synthesis Series)

Derivatives A Comprehensive Resource for Options Futures Interest Rate Swaps and Mortgage Securities - Financial Management Association Survey and Synthesis Series
Author: Fred D. Arditti

Arditti describes and explains four major classes of derivative instruments: options, futures, interest rate swaps, and mortgage derivatives. He discusses each market's structure and the applications and pricing of each instrument, focusing on the valuation methods that are most commonly used by professional market participants. Each segment beg...  more »ins with a description of the institutional arrangements that have come to characterize the markets in which the instruments trade. Arditti examines basic derivatives in each class with respect to their risk transference properties, risk management applications, and pricing. He then traces the evolution of these markets in terms of new instruments introduced, the factors inspiring their development, and the alterations in pricing technology required by more complex derivatives. Arditti includes numerical examples to clarify the procedures. The Financial Management Association Survey and Synthesis Series.  « less

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ISBN-13: 9780875845609
ISBN-10: 0875845606
Publication Date: 4/1996
Pages: 394
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Publisher: Harvard Business School Press
Book Type: Hardcover
Members Wishing: 0
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• Business & Money >> Investing >> Futures
• Business & Money >> By Publisher >> Harvard Business School Press >> Accounting
• Business & Money >> By Publisher >> Harvard Business School Press >> Finance
• Engineering & Transportation >> Accounting & Finance >> Accounting >> General
• Engineering & Transportation >> Accounting & Finance >> Finance >> General