Text| Item type | Current library | Item location | Collection | Call number | Status | Date due | Barcode | Item holds | |
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Book
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NIMA Knowledge Centre | 9th Floor Reading Zone | General | 332.645 GOL (Browse shelf(Opens below)) | Available | M0033403 |
Part I: Forward Contracts and Futures Contracts
1. Spot, Forward, And Futures Contracting
2. Hedging With Forward Contracts
3. Valuation Of Forward Contracts On Assets Without A Dividend Yield
Contracts
4. Valuation Of Forward Contracts On Assets With A Dividend Yield
5. Futures Contracts: Market Organization
6. Hedging With Futures Contracts, Basis Risk, And Spreading
7. Introduction To Financial Futures Contracts
Part 2: Trading Structures Based on Forward Contracts
8. Structured Products, Interest-Rate Swaps
Part 3: Options
9. Introduction to Options Markets
10. Option Trading Strategies, Part 1
11. Option Trading Strategies, Part 2
12. Model-Based Option Pricing In Discrete Time, Part 1: The Binomial Option Pricing Model (BOPM, N=1)
13. Option Pricing In Discrete Time, Part 2: Dynamic Hedging And The Multi-Period Binomial Option Pricing Model, N>1
14. Equivalent Martingale Measures: A Modern Approach To Option Pricing
15. Options Pricing In Continuous Time
16.Risk-Neutral Valuation, EMMS, the BOPM, and Black
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