Derivatives - Info and Reading Options
a comprehensive resource for options, futures, interest rate swaps, and mortgage securities
By Fred D. Arditti
"Derivatives" was published by Harvard Business School Press in 1996 - Boston, it has 394 pages and the language of the book is English.
“Derivatives” Metadata:
- Title: Derivatives
- Author: Fred D. Arditti
- Language: English
- Number of Pages: 394
- Publisher: Harvard Business School Press
- Publish Date: 1996
- Publish Location: Boston
- Dewey Decimal Classification: 332.64/5
- Library of Congress Classification: HG6024.U6 A73 1996HG6024.U6 A73 1996eb
“Derivatives” Subjects and Themes:
- Subjects: United States - Derivative securities - Instruments dérivés (Finances) - BUSINESS & ECONOMICS - Finance
Edition Specifications:
- Pagination: xxi, 394 p. :
Edition Identifiers:
- The Open Library ID: OL796015M - OL2946441W
- Online Computer Library Center (OCLC) ID: 45734117 - 32895048
- Library of Congress Control Number (LCCN): 95031894
- ISBN-10: 0875845606
- All ISBNs: 0875845606
AI-generated Review of “Derivatives”:
"Derivatives" Description:
The Open Library:
The growth of derivative markets during the past decade has been nothing short of astounding and so, of late, has been the misunderstanding of their use. This book is the definitive resource on derivatives. It is the first to explain all four major classes of derivative instruments - options, futures, interest rate swaps, and mortgage securities - in terms of their market structure, applications, and pricing, with a focus on the valuation methods used most commonly by professional market participants. Unlike most treatments of derivatives, this book offers detailed explanations of the institutional procedure and market practice for each class of derivative as well as the pricing and hedging of mortgage-backed securities and the central role of prepayment in both activities. It also covers a wide variety of topics such as the structuring of CMOs, PACs, and TACs; smile option pricing; and pricing and hedging of long-dated swaps.
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