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 1861523793
- ISBN13 9781861523792
- Publish Date 15 May 1998
- Publish Status Out of Print
- Out of Print 16 April 2014
- Publish Country GB
- Imprint Cengage Learning EMEA
- Edition 2nd edition
- Format Paperback
- Pages 448
- Language English