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The options applications handbook: Hedgi ng & speculating techniques for professi onal investors

Langue : Anglais

Auteurs :

Couverture de l’ouvrage The options applications handbook: Hedgi ng & speculating techniques for professi onal investors
The Options Applications Handbook offers a lucid, down-to-earth introduction to the fundamentals of options, explaining how options can be used for various purposes, such as options on exchange rates, interest rates, stocks, futures and fixed-income securities. With the help of this on-target guide, readers will be able to understand basic option types use standard market terminology, grasp the costs, benefits, and risks of basic option positions, identify key factors that affect the price of an option and see how pricing models have been modified for specialized options. This book covers in detail:Conventional Options focuses on the mechanics of call and put options, basic option payoff profiles, and the creation of synthetic options/assets. Exotic Options - explores second generation option contracts, such as path dependent options and path independent derivatives, that build on the basic structure of conventional options Option-Embedded Securities - demonstrates how flexible options can be embedded in securities to build customized funding/risk/investment tools. Option-Embedded Derivatives - illustrates how options can be combined with other derivatives to create customized risk/investment products, such as callable and puttable swaps. Option Strategies - describes how options can be used in combinations to create risk management and speculative views on a particular reference asset Corporate and Investor Applications - examines how to utilize options for hedging, speculating, arbitraging, and value monetization. An Overview of Option Pricing - surveys basic pricing matters, including intrinsic and time value, moneyness, and pricing inputs - Option Pricing Models - outlines option pricing frameworks, such as the Black-Scholes process and the binomial model. Hedging Option Portfolios - discusses how market-makers and dealers risk-manage their portfolios in practice. Risk and Control Issues - considers option risk control, including credit and market portfolio risk management and internal financial and audit processes.

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Ouvrage de 360 p.

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Prix indicatif 53,30 €

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