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其他資訊
Filled with in-depth insight and practical advice, Derivatives provides readers with a comprehensive understanding of derivatives markets, derivatives valuation, and risk management using derivative contracts. With this book, author Robert Whaley-a leading authority in this field-details the derivatives markets and why and how they have flourished. Chapter by chapter, Whaley provides the underpinnings of derivatives valuation and risk measurement, shows how derivatives can be used effectively in managing risk exposures related to commodities, stocks, stock portfolios, bonds, currencies, interest rates, and credit, and offers readers valuable guidance that cannot be found anywhere else.
Robert E. Whaley (Durham, NC) is the T. Austin Finch Foundation Professor of Business Administration at the Fuqua School of Business, Duke University.
Robert E. Whaley is the Valere Blair Potter Professor of Management at the Owen Graduate School of Management, Vanderbilt University. His current research interests are in the areas of market microstructure, valuation of exotic options, stock splits, and executive stock option valuation. Professor Whaleys research has been published in top academic and practitioner journals, and he is a frequent presenter at major conferences and seminars. He holds a number of editorial positions, including Associate Editor of the Journal of Futures Markets, Journal of Derivatives, Journal of Risk, Pacific-Basin Finance Journal, and Advances in Futures and Options Research.
- 作者： Robert E. Whaley 新功能介紹
- 出版社：新陸書局 新功能介紹
- 出版日期：2007/06/01
- 語言：英文
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