Robert E. Whaley

Derivatives (eBook, PDF)

Markets, Valuation, and Risk Management

• Format: PDF

Produktbeschreibung

Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.

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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 960
• Erscheinungstermin: 21. Juni 2007
• Englisch
• ISBN-13: 9780470086384
• Artikelnr.: 37290346

Autorenporträt

ROBERT E. WHALEY is the Valere Blair Potter Professor of Management at the Owen Graduate School of Management, Vanderbilt University. His current research interests are in the areas of market microstructure, valuation of exotic options, stock splits, and executive stock option valuation. Professor Whaley's research has been published in top academic and practitioner journals, and he is a frequent presenter at major conferences and seminars. He holds a number of editorial positions, including Associate Editor of the Journal of Futures Markets, Journal of Derivatives, Journal of Risk, Pacific-Basin Finance Journal, and Advances in Futures and Options Research.

Inhaltsangabe

Preface. Acknowledgments. About the Author. PART ONE: Derivative Markets.
Chapter 1: Derivative Contracts and Markets. PART TWO: Fundamentals of
Valuation. Chapter 2: Assumptions and Interest Rate Mechanics. Chapter 3:
Relation between Return and Risk. PART THREE: Forwards/Futures/Swap
Valuation. Chapter 4: No-Arbitrage Price Relations: Forwards, Futures,
Swaps. Chapter 5: Risk Management Strategies: Futures. PART FOUR: Option
Valuation. Chapter 6: No-Arbitrage Price Relations: Options. Chapter 7:
Valuing Standard Options Analytically. Chapter 8: Valuing Nonstandard
Options Analytically. Chapter 9: Valuing Options Numerically. Chapter 10:
Risk Management Strategies: Options. PART FIVE: Stock Derivatives. Chapter
11: Stock Products. Chapter 12: Corporate Securities. Chapter 13:
Compensation Agreements. PART SIX: Stock Index Derivatives. Chapter 14:
Stock Index Products: Futures and Options. Chapter 15: Stock Index
Products: Strategy Based. PART SEVEN: Currency Derivatives. Chapter 16:
Currency Products. PART EIGHT: Interest Rate Derivatives. Chapter 17:
Interest Rate Products: Futures and Options. Chapter 18: Interest Rate
Products: Swaps. Chapter 19: Credit Products. Chapter 20: Valuing Interest
Rate Products Numerically. PART NINE: Commodity Derivatives. Chapter 21:
Commodity Products. PART TEN: Lessons Learned. Chapter 22: Key Lessons 773
APPENDICES. A. Elementary Statistics. B. Regression Analysis. C.
Statistical Tables. D. Glossary. ABOUT THE CD-ROM. INDEX.