For graduate and advanced undergraduate courses in Financial Engineering, Risk Management, Options, and Derivatives in departments of Business, Economics, and Mathematics.
Firmly rooted in market practice, t his text focuses on over-the-counter markets for derivatives. Bridging the gap between theory and practice, it helps students develop a working knowledge of options and futures markets as well as value at risk, credit risk, volatility smiles, and the creation of nonstandard options.
- ISBN10 0130206741
- ISBN13 9780130206749
- Publish Date 28 October 2006
- Publish Status Out of Print
- Out of Print 27 June 2008
- Publish Country US
- Imprint Pearson
- Format Hardcover
- Pages 520
- Language English