This revised and expanded edition introduces students and managers to the theory and practice of pricing and hedging futures, forwards, options and swaps. The presentation is clear and logical, signposting difficult formulae to allow non-mathematicians to benefit from the book. Expanded coverage is given to the use and risks of derivatives in treasury as well as portfolio management. Topical new material is included on commodity derivatives, exotic options and the risks associated with derivatives trading.
- ISBN10 1861520190
- ISBN13 9781861520197
- Publish Date 9 January 1998 (first published 1 July 1997)
- Publish Status Out of Print
- Out of Print 20 March 2006
- Publish Country GB
- Imprint Cengage Learning EMEA
- Edition 2nd edition
- Format Paperback
- Pages 448
- Language English