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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


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