Derivatives valuation and risk management (Record no. 9548)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02535nam a2200181 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780195683813 |
| Terms of availability | TZS 120,812.16 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MUL |
| Language of cataloging | eng. |
| Description conventions | AACR |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632 DUB |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Dubofsky, David |
| 245 ## - TITLE STATEMENT | |
| Title | Derivatives valuation and risk management |
| Statement of responsibility, etc | / David Dubofsky and Thomas W. Miller |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New York : |
| Name of publisher | Oxford University Press, |
| Year of publication | 2003 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxv, 646 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm |
| 505 ## - Formatted Contents | |
| Formatted contents note | <br/>pt. 1. Introduction to Derivatives and Risk Management<br/>1. An Overview of Derivative Contracts<br/>2. Risk and Risk Management<br/>pt. 2. Forward Contracts and Futures Contracts<br/>3. Introduction to Forward Contracts<br/>4. Using Forward Contracts to Manage Risk<br/>5. Determining Forward Prices and Futures Prices<br/>6. Introduction to Futures<br/>7. Risk Management with Futures Contracts<br/>8. Stock Index Futures<br/>9. Treasury Bond and Treasury Note Futures<br/>10. Treasury Bill and Eurodollar Futures<br/>pt. 3. Swaps<br/>11. An Introduction to Swaps<br/>12. Using Swaps to Manage Risk<br/>13. Pricing and Valuing Swaps<br/>pt. 4. Options<br/>14. Introduction to Options<br/>15. Options Strategies and Profit Diagrams<br/>16. Arbitrage Restrictions on Option Prices<br/>17. The Binomial Option Pricing Model<br/>18. Continuous Time Option Pricing Models<br/>19. Using Options for Risk Management<br/>pt. 5. Derivative Frontiers<br/>20. Current Topics in Risk Management<br/> |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Derivatives: Valuation and Risk Management, by David A. Dubofsky and Thomas W. Miller, Jr., enables students to acquire a strong working knowledge and thorough understanding of the rapidly growing field of financial derivatives. Students will learn essential risk management skills, such as how markets in these securities can be used to shift risk away from or toward the user. With the purchase of this book, students will also have the unique opportunity to utilize Fincad XL-Dubofsky/Miller Edition, a limited version of FinancialCAD's comprehensive derivatives valuation toolkit, Fincad XL. The book features many examples using FinancialCAD's industry-leading package, affording students the chance to develop "real life" skills and helping business school students gain a competitive edge in the job market. Derivatives: Valuation and Risk Management is ideal for both undergraduate and graduate classes on derivatives, financial risk management, futures, or options. Fincad XL is a software product currently used by thousands of financial practitioners and companies worldwide." -- Publisher |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Risk Management |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Miller, Thomas W. |
| 942 ## - ADDED ENTRY ELEMENTS | |
| Item type | Book |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Source of acquisition | Full call number | Accession Number | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mzumbe University Main Campus Library | Mzumbe University Main Campus Library | 10/14/2010 | MU | 332.632 DUB | 0065643 | 1 | 01/03/2023 | Book | ||||
| Mzumbe University Main Campus Library | Mzumbe University Main Campus Library | 10/14/2010 | MU | 332.632 DUB | 0065642 | 2 | 01/03/2023 | Book |