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Fundamentals of financial derivatives/

Bibliographic Details
Main Author: Parasuraman, N.R
Format: Printed Book
Language:English
Published: New Delhi: Wiley, 2008.
Subjects:
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082 |a 332.6457 
100 |a Parasuraman, N.R. 
245 |a Fundamentals of financial derivatives/  |c N.R.Parasuraman. 
260 |b Wiley,  |c 2008.  |a New Delhi: 
300 |a xviii,254p.:  |b ill.;  |c 26cm. 
500 |a Includes bibliographical references and index. 
505 |a Introduction to derivatives markets--Forwards and futures--Types of options--Principles of option pricing-put-call parity--The binomial model for pricing of options--The Black-Scholes model--Volatility and implies Volatility from the Black-Scholes model--Exotic options- an introduction--Introductions to options greeks and basic delta hedging--Interest rate derivatives and euro dollar derivatives--Swaps --Credit derivatives--Risk management with derivatives. 
650 |a Markets  |v Mathematical models. 
650 |a Stocks. 
942 |c BK 
999 |c 95761  |d 95761 
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