1.

Record Nr.

UNINA9910454088503321

Autore

Alexander Carol

Titolo

Market risk analysis . Volume III Pricing, hedging and trading financial instruments [[electronic resource] /] / Carol Alexander

Pubbl/distr/stampa

Chichester, England, : John Wiley & Sons, Ltd., 2008

ISBN

1-281-84106-4

9786611841065

0-470-77281-6

Edizione

[1st edition]

Descrizione fisica

1 online resource (422 p.)

Collana

The Wiley Finance Series

Disciplina

332.015195

332.6

Soggetti

Pricing

Hedging (Finance)

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and indexes.

Nota di contenuto

Market Risk Analysis Volume III; Contents; List of Figures; List of Tables; List of Examples; Foreword; Preface to Volume III; III.1 Bonds and Swaps; III.2 Futures and Forwards; III.3 Options; III.4 Volatility; III.5 Portfolio Mapping; References; Index; Plates

Sommario/riassunto

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatil