Options and financial futures: valuation and uses

By:

Dubofsky, David A

Material type: Text

TextSeries: McGraw-Hill series in financePublication details: New York McGraw-Hill 1992Description: xx, 699 pISBN:

9780070178878

Subject(s):

DDC classification:

332.645 D8O7

Summary: This text concentrates on how the prices of options and financial futures are determined. The material is evenly split between options and financial futures. Students are shown how to think and analyze, not just remember formulas. This text is designed for both the graduate and undergraduate courses in futures and options, speculative markets, derivative securities or advanced risk management. The book demonstrates one underlying theme to the valuation principles of options and futures arbitrage. One consistent model is used to determine prices for T-bills and T-Bonds, stock index and foreign currency futures. The book also shows how to use options and financial futures in order to reduce risk (examples exist throughout the text). An instructor's manual and software are available.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Nagpur	Non-fiction	332.645 D8O7 (Browse shelf(Opens below))	Available		IIMN-001937

Total holds: 0

This text concentrates on how the prices of options and financial futures are determined. The material is evenly split between options and financial futures. Students are shown how to think and analyze, not just remember formulas. This text is designed for both the graduate and undergraduate courses in futures and options, speculative markets, derivative securities or advanced risk management. The book demonstrates one underlying theme to the valuation principles of options and futures arbitrage. One consistent model is used to determine prices for T-bills and T-Bonds, stock index and foreign currency futures. The book also shows how to use options and financial futures in order to reduce risk (examples exist throughout the text). An instructor's manual and software are available.

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