Authors: R. Stafford Johnson
Categories: Business & Economics
Type: BOOK - Published: 2009-01-01 - Publisher: Oxford University Press, USA
Introduction to Derivatives: Options, Futures, and Swaps offers a comprehensive coverage of derivatives. The text covers a broad range of topics, including basic and advanced option and futures strategies, the binomial option pricing model, the Black-Scholes-Merton model, exotic options, binomial interest rate trees, dynamic portfolio insurance, the management of equity,