TY  - BOOK
AU  - Jarrow,Robert A.
AU  - Chatterjea,Arkadev
TI  - An introduction to derivative securities, financial markets, and risk management
SN  - 9780393913071 (hbk.)
AV  - HG6024.A3 J3747 2013
U1  - 332.64/57 23
PY  - 2013///
CY  - New York
PB  - W. W. Norton and Company
KW  - Derivative securities
KW  - Financial institutions
KW  - Capital market
KW  - Risk management
N1  - Includes bibliographical references (pages R1-R7) and index; Preface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management --
ER  -