LEADER 05136nam 2200541 450 001 9910138996303321 005 20220203235637.0 010 $a1-118-77321-7 010 $a1-119-95457-6 035 $a(CKB)2550000001134391 035 $a(EBL)1480871 035 $a(CaSebORM)9781119953715 035 $a(MiAaPQ)EBC1480871 035 $a(EXLCZ)992550000001134391 100 $a20131107d2014 uy 0 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aPricing and hedging financial derivatives$b[electronic resource] $ea guide for practitioners /$fLeonardo Marroni and Irene Perdomo 205 $a1st edition 210 1$aChichester, England :$cWiley,$d2014. 210 4$d©2014 215 $a1 online resource (252 pages) 225 0$aWiley finance series 300 $aDescription based upon print version of record. 320 $aIncludes bibliographical references and index. 327 $aPricing and Hedging Financial Derivatives: A Guide for Practitioners; Contents; Preface; Acknowledgements; 1 An Introduction to the Major Asset Classes; 1.1 EQUITIES; 1.1.1 Introduction; 1.1.2 Pricing equities; 1.1.3 Fundamental analysis; 1.1.4 Technical analysis; 1.1.5 Quantitative analysis; 1.1.6 The equity risk premium and the pre-FOMC announcement drift; 1.2 COMMODITIES; 1.2.1 Introduction; 1.2.2 Hedging; 1.2.3 Backwardation and contango; 1.2.4 Investment in commodities; 1.2.5 Commodity fundamentals; 1.2.6 Super-cycles in commodity prices; 1.2.7 Future regulation; 1.3 FIXED INCOME 327 $a1.3.1 Introduction 1.3.2 Credit risk; 1.3.3 The empirical pattern of yield curve moves; 1.3.4 Modelling interest rate movements; 1.3.5 Modelling the risks of default; 1.4 FOREIGN EXCHANGE; 1.4.1 Introduction; 1.4.2 How foreign exchange rates are quoted; SUMMARY; 2 Derivatives: Forwards, Futures and Swaps; 2.1 DERIVATIVES; 2.2 FORWARD CONTRACTS; 2.2.1 Definition; 2.2.2 Payoffs of forward contracts; 2.2.3 Forward price versus delivery price; 2.3 FUTURES CONTRACTS; 2.4 CALCULATING IMPLIED FORWARD PRICES AND VALUING EXISTING FORWARD CONTRACTS; 2.4.1 Calculating implied forward prices on equities 327 $a2.4.2 Calculating implied forward prices on foreign exchange rates 2.4.3 Calculating implied forward prices on commodities; 2.4.4 Valuing existing forward contracts; 2.5 PRICING FUTURES CONTRACTS; 2.6 SWAPS; 2.6.1 Introduction; 2.6.2 Interest rate swaps; 2.6.3 Commodity swaps; 2.6.4 Commodity swap valuation; 2.6.5 Commodity swaps with variable notional and price; 2.6.6 Currency swaps; 2.6.7 Equity swaps; SUMMARY; 3 Derivatives: Options and Related Strategies; 3.1 CALL OPTIONS; 3.1.1 Definition; 3.1.2 Examples; 3.1.3 Scenario analysis for the S&P 500 Index call option; 3.2 PUT OPTIONS 327 $a3.2.1 Definition 3.2.2 Examples; 3.2.3 Scenario analysis for put options; 3.3 BOUNDARY CONDITIONS FOR CALL AND PUT OPTIONS PRICES; 3.3.1 Introduction and basic notation; 3.3.2 A call option cannot be worth more than the price of the underlying asset; 3.3.3 The price of a put option cannot be higher than the present value of the strike price, K; 3.3.4 Lower boundaries for call options on non-dividend paying stocks; 3.3.5 Lower boundaries for put options on non-dividend paying stocks; 3.4 PUT-CALL PARITY; 3.5 SWAPTIONS; 3.6 OPTIONS STRATEGIES; 3.6.1 Introduction to option strategies 327 $a3.6.2 Option spreads 3.6.3 Directional strategies using vertical spreads; 3.6.4 Risk reversal and collars; 3.6.5 Volatility strategies with puts and calls; SUMMARY; 4 Binomial Option Pricing; 4.1 ONE-PERIOD BINOMIAL TREE: REPLICATION APPROACH; 4.2 RISK-NEUTRAL VALUATION; 4.2.1 Introduction to risk-neutral valuation; 4.2.2 An alternative way to think of the option price; 4.2.3 Risk-neutral probabilities; 4.3 TWO-PERIOD BINOMIAL TREE: VALUING BACK DOWN THE TREE; 4.4 THE BINOMIAL TREE: A GENERALIZATION; 4.5 EARLY EXERCISE AND AMERICAN OPTIONS; 4.6 VOLATILITY CALIBRATION; SUMMARY 327 $a5 The Fundamentals of Option Pricing 330 $aThe only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few 410 0$aWiley finance series. 606 $aDerivative securities$xPrices 606 $aHedging (Finance) 615 0$aDerivative securities$xPrices. 615 0$aHedging (Finance) 676 $a332.64/57 686 $aBUS027000$2bisacsh 700 $aMarroni$b Leonardo$f1980-$0864155 701 $aPerdomo$b Irene$f1977-$0864156 906 $aBOOK 912 $a9910138996303321 996 $aPricing and hedging financial derivatives$91928819 997 $aUNINA LEADER 02733 am 2200565 n 450 001 9910496011103321 005 20240221123839.0 010 $a979-1-02-401626-9 024 7 $a10.4000/books.purh.13683 035 $a(CKB)4100000012004051 035 $a(FrMaCLE)OB-purh-13683 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/86828 035 $a(PPN)257366652 035 $a(EXLCZ)994100000012004051 100 $a20210826j|||||||| ||| 0 101 0 $afre 135 $auu||||||m|||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aHistoire d?un jeune homme $eUne lecture de L?Éducation sentimentale /$fFrançois Vanoosthuyse 210 $aMont-Saint-Aignan $cPresses universitaires de Rouen et du Havre$d2021 215 $a1 online resource (248 p.) 225 1 $aCours 311 $a979-1-02-400904-9 330 $aPeu de textes dans l?histoire mondiale du roman ont été aussi profondément innovants que L?Éducation sentimentale. L?influence du roman de Flaubert sur la destinée ultérieure de son art, mais aussi d?autres arts mimétiques (peinture, photographie, cinéma), a été considérable, bien au-delà de Zola et de l?impressionnisme. C?est aussi un grand roman politique, plus fin et plus intéressant que ce que la correspondance de l?auteur pourrait laisser penser. Comme toutes les grandes fictions, il condense les conflits sociaux et les enjeux de l?histoire en quelques scènes d une puissance admirable. Enfin, comme son titre et son sous-titre (« Histoire d?un jeune homme ») le laissent entendre, ce roman est un roman d?amour. Mais il inaugure une nouvelle ère dans l?histoire du roman d?éducation et du roman sentimental. Sans renier ses racines romantiques, il opère une série de déplacements dont la force de dévoilement est considérable, sur un plan sociologique comme sur un plan psychologique. Ce sont les aspects de L?Éducation sentimentale auxquels ce livre s?intéresse. 410 0$aCollection "Cours" 606 $aLiterature, Romance 606 $aamour 606 $aarts 606 $alittérature 606 $aroman 606 $aroman sentimental 610 $aamour 610 $aarts 610 $alittérature 610 $aroman 610 $aroman sentimental 615 4$aLiterature, Romance 615 4$aamour 615 4$aarts 615 4$alittérature 615 4$aroman 615 4$aroman sentimental 700 $aVanoosthuyse$b François$01241052 801 0$bFR-FrMaCLE 906 $aBOOK 912 $a9910496011103321 996 $aHistoire d?un jeune homme$93024710 997 $aUNINA