My Account
Log in Registration
All
Cart
Highlights
Fiction Books
Non-Fiction Books
Children's Books
Rare Books
Music
DVD & Blu-Ray
Video Games
Category
Wishlists
Cart
All
Free US shipping over $10
Trustpilot
Proud to be B-Corp

Applied Derivatives Richard Rendleman

Applied Derivatives By Richard Rendleman

Applied Derivatives by Richard Rendleman

Reviews:
$10.00
Condition - Very Good
Only 1 left
Very Good

Summary

* Provides a detailed, relatively non--technical treatment of the conceptual foundations of derivative securities marketsa pricing and investment principles. * Uses an international approach that is grounded in theory. * Includes several cases and examples per chapter.

Applied Derivatives Summary

Applied Derivatives: Options, Futures and Swaps by Richard Rendleman

Applied Derivatives provides a detailed, yet relatively non--technical, treatment of the conceptual foundations of derivative securities marketsa pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps to provide insight into the potential risks and returns from conventional option investing. Applied Derivatives is supported by the website www.rendleman.com/book which contains course software referenced in the text and additional questions and problems as they become available.

Applied Derivatives Reviews

Rendleman provides the very best combination of theoretical grounding, applications, and intuition for serious practitioners of modern financial technology. The knowledge in this text is essential for success in todaya s sophisticated financial environment and forthcoming product innovations. I strongly recommend Applied Derivatives for anyone who is interested in pursuing a career in financial risk management. Stanley J. Kon, Smith Breeden Associates, Inc. Rendleman has written an excellent text. The concepts are clearly presented in a systematic way, often using novel approaches that are communicated without the need of advanced mathematics. The reader will come away, not only with a firm practical understanding of derivative markets, but also with a solid grounding in the theory which will be extremely helpful in keeping up with ongoing developments in this rapidly evolving field. Peter Ritchken, Weatherhead School of Management For teachers, traders, and risk managers interested in intuition and applications, Rendlemana s book Applied Derivatives is an excellent choice. Robert Geske, UCLA

About Richard Rendleman

Richard J. Rendleman, Jr. is Professor of Finance at the University of North Carolina at Chapel Hill. He is considered one of the premier researchers in the field of option pricing. He helped develop implied volatility and the binomial option pricing model, both of which are two of the most widely used tools for evaluating option prices today.

Table of Contents

Preface. 1. An Introduction to Option Markets. 2. Put--Call Parity and Other Pricing Restrictions. 3. An Introduction to the Binomial Option Pricing Model. 4. Advanced Binomial Option Pricing. 5. Practical Issues Associated with Binomial and Black--Scholes--based Option Replication. 6. The Black--Scholes Model: Using and Interpreting the Greeks. 7. Options Arbitrage. 8. Option Investing from a Risk--Return Perspective. 9. Advanced Option Replication: Creating the Most Cost--effective Replicating Portfolio. 10. The Use of Exchange--traded Options in Asset Allocation. 11. Pricing Interest Rate--dependent Financial Claims with Option Features. 12. Introduction to Futures, Forward, and Swap Markets. 13. Futures Pricing. 14. Hedging with Futures. 15. Interest Rate Futures. 16. Swap Markets. Index.

Additional information

GOR004384525
9780631215905
0631215905
Applied Derivatives: Options, Futures and Swaps by Richard Rendleman
Richard Rendleman
Used - Very Good
Paperback
John Wiley and Sons Ltd
2002-01-11
400
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Applied Derivatives