Matches in Harvard for { <http://id.lib.harvard.edu/aleph/006567507/catalog> ?p ?o. }
Showing items 1 to 23 of
23
with 100 items per page.
- catalog abstract ""The growth of derivative markets during the past decade has been nothing short of astounding and so, of late, has been the misunderstanding of their use. This book is the definitive resource on derivatives. It is the first to explain all four major classes of derivative instruments - options, futures, interest rate swaps, and mortgage securities - in terms of their market structure, applications, and pricing, with a focus on the valuation methods used most commonly by professional market participants." "Unlike most treatments of derivatives, this book offers detailed explanations of the institutional procedure and market practice for each class of derivative as well as the pricing and hedging of mortgage-backed securities and the central role of prepayment in both activities. It also covers a wide variety of topics such as the structuring of CMOs, PACs, and TACs; smile option pricing; and pricing and hedging of long-dated swaps."--BOOK JACKET.".
- catalog contributor b9143072.
- catalog created "c1996.".
- catalog date "1996".
- catalog date "c1996.".
- catalog dateCopyrighted "c1996.".
- catalog description ""The growth of derivative markets during the past decade has been nothing short of astounding and so, of late, has been the misunderstanding of their use. This book is the definitive resource on derivatives. It is the first to explain all four major classes of derivative instruments - options, futures, interest rate swaps, and mortgage securities - in terms of their market structure, applications, and pricing, with a focus on the valuation methods used most commonly by professional market participants." "Unlike most treatments of derivatives, this book offers detailed explanations of the institutional procedure and market practice for each class of derivative as well as the pricing and hedging of mortgage-backed securities and the central role of prepayment in both activities. It also covers a wide variety of topics such as the structuring of CMOs, PACs, and TACs; smile option pricing; and pricing and hedging of long-dated swaps."--BOOK JACKET.".
- catalog description "Includes bibliographical references (p. 375-385) and index.".
- catalog description "Options -- Financial futures -- Interest rate swaps -- Mortgage derivatives.".
- catalog extent "xxi, 394 p. :".
- catalog identifier "0875845606".
- catalog isPartOf "Financial Management Association survey and synthesis series".
- catalog issued "1996".
- catalog issued "c1996.".
- catalog language "eng".
- catalog publisher "Boston : Harvard Business School Press,".
- catalog spatial "United States.".
- catalog subject "332.64/5 20".
- catalog subject "Derivative securities United States.".
- catalog subject "HG6024.U6 A73 1996".
- catalog tableOfContents "Options -- Financial futures -- Interest rate swaps -- Mortgage derivatives.".
- catalog title "Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities / Fred D. Arditti.".
- catalog type "text".