02663nam 2200625Ia 450 991078247680332120191030193358.01-281-84106-497866118410650-470-77281-6(CKB)1000000000556799(EBL)366875(OCoLC)437234454(SSID)ssj0000198007(PQKBManifestationID)11185725(PQKBTitleCode)TC0000198007(PQKBWorkID)10169290(PQKB)10643730(Au-PeEL)EBL366875(CaPaEBR)ebr10257582(CaONFJC)MIL184106(CaSebORM)9780470997895(MiAaPQ)EBC366875(EXLCZ)99100000000055679920080206d2008 uy 0engur|n|---|||||txtccrMarket risk analysisVolume IIIPricing, hedging and trading financial instruments[electronic resource] /Carol Alexander1st editionChichester, England John Wiley & Sons, Ltd.20081 online resource (422 p.)The Wiley Finance SeriesDescription based upon print version of record.0-470-99789-3 Includes bibliographical references and indexes.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; PlatesWritten 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 volatilWiley finance series.PricingHedging (Finance)Pricing.Hedging (Finance)332.015195332.6Alexander Carol20566MiAaPQMiAaPQMiAaPQBOOK9910782476803321Market risk analysis1538665UNINA