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[null,"1.","Record Nr.",null,"UNINA9910146412503321"]
[null,null,"Autore",null,"Chance Don M"]
[null,null,"Titolo",null,"Essays in derivatives [[electronic resource] ] : risk-transfer tools and topics made easy / / Don M. Chance"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J., : John Wiley & Sons, c2008"]
[null,null,"ISBN",null,"1-282-11239-2"]
[{"$nulls":4},"9786612112393"]
[{"$nulls":4},"1-118-26688-9"]
[{"$nulls":4},"0-470-28309-2"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (435 p.)"]
[null,null,"Collana",null,"[Wiley finance]"]
[null,null,"Disciplina",null,"332.64"]
[{"$nulls":4},"332.64/57"]
[{"$nulls":4},"332.6457"]
[null,null,"Soggetti",null,"Derivative securities"]
[{"$nulls":4},"Risk management"]
[{"$nulls":4},"Investments"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Series from jacket."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"The structure of derivative markets -- A brief history of derivatives -- Why derivatives? -- Forward contracts and futures contracts -- Options -- Swaps -- Types of risks -- Interest rate derivatives : FRAs and options -- Interest rate derivatives : swaps -- Currency swaps -- Structured notes -- Securitized instruments -- Equity swaps -- Equity-linked debt -- Commodity swaps."]
[null,null,null,"Sommario/riassunto","In the updated second edition of Don Chance's well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices."]