商品簡介
Jarrow (investment management, Cornell U.) and Chatterjea (business, U. of North Carolina-Chapel Hill) present a textbook introducing derivatives to graduate and undergraduate students of business. Their treatment is distinctly economic rather than quantitative, and they emphasize risk management. After introductory chapters, they cover forwards and futures, options, and interest rate derivatives. Among the topics are stocks, arbitrage and trading, the extended cost-of-carry model, the multi-period binomial model, and interest rate swaps. Annotation c2013 Book News, Inc., Portland, OR (booknews.com)
