Trading and investing in bond options risk management, arbitrage, and value investing M. Anthony Wong, in collaboration with Robert High.
By: Wong, M. Anthony
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Contributor(s): High, Robert. , colaborador.
Series: Wiley finance editions: New York Wiley ©1991Description: xviii, 262 páginas ilustrado 24 cm.ISBN: 047152560X.Uniform titles: Bond options. Subject(s): Options (finance) | Bonds | Government securities | Securies | Valores | Títulos públicos | Seguridad (finanzas) | Opción (finanzas)DDC classification: 332.63223 | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 332.63223 / W872t (Browse shelf) | Ej.1 | Available | 8000022241 |
Browsing Biblioteca Central Shelves , Collection code: General Close shelf browser
| 332.632044 / N994s Strategic asset allocation in fixed-income markets | 332.632044 / Y68a A guide to fixed income analysis | 332.6322 / IA11o Options theory and trading | 332.63223 / W872t Trading and investing in bond options | 332.63228 / M597r Risk and asset allocation | 332.6323 / M887t The mortgage market handbook | 332.6323 / Q1q Quantitative management of bond portfolios |
Incluye referencias bibliográficas e índice.
Introduction to options -- The bond option market -- Pricing models for bond options -- Advanced pricing models for bond options -- Model selection, evaluation, and parameter estimation -- Dealing in bond options -- A computerized options trading and risk management system for dealers -- Relative-Value trading in bond options -- Strategies driven by estimated forthcoming volatility -- Strategies driven by interest rate forecasts -- Portfolio strategies involving options -- Appendix: Derivation of normal price model
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