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dc.creator | McDonald, Robert L. | |
dc.date.accessioned | 2020-08-14T12:33:48Z | |
dc.date.available | 2020-08-14T12:33:48Z | |
dc.date.issued | 2013 | |
dc.identifier.uri | http://hdl.handle.net/123456789/11219 | |
dc.description.abstract | Part one: Insurance, hedging, and simple strategies: An introduction to forwards and options; Insurance, collars, and other strategies; Introduction to risk management -- Part two: Forwards, futures, and swaps: Financial forwards and futures; Commodity forwards and futures; Interest rate forwards and futures; Swaps -- Part three: Options: Parity and other option relationships; Binomial option pricing; The black-scholes formula; Market-making and delta-hedging; Exotic options I -- Part four: Financial engineering and applications: Financial engineering and security design; Corporate applications; Real options -- Part five: Advanced pricing theory and applications: The longnormal distributions; Monte Carlo valuation; The black-scholes-merton equation; Risk-neutral and martingale pricing; Exotic options II; Volatility; Interest rate and bond derivatives; Value at risk; credit risk. | es |
dc.language.iso | en | es |
dc.publisher | Pearson | es |
dc.title | Derivatives markets | es |
uade.subject.descriptor | Finanzas | es |
uade.subject.descriptor | Riesgo | es |
uade.subject.descriptor | Gestión de los Riesgos | es |
uade.subject.descriptor | Crédito | es |
uade.subject.descriptor | Valores | es |
uade.subject.descriptor | Mercados de Capital | es |
uade.subject.descriptor | Recursos Financieros | es |
uade.edicion | 3rd ed. | es |
uade.identifier.isbn | 9780321543080 | es |
academic.materia.codigo | 1.4.099 | es |
academic.materia.codigo | 6.1.141 | es |
academic.materia.nombre | Teoría Financiera de la Valuación II | es |
academic.materia.nombre | Simulación de Activos Financieros | es |