Risk Management Speculation and Derivative Securities
- New York : Elsevier Science , 2002 .
- xx . 605 p . : Charts : ill. ; 23 cm
R12
Derivative Securities. Risk- Management Concepts. Arbitrage and the Basis. The Mechanics of Spread Trading. Risk Management: Hedging and Diversification. Option Concepts. Option Valuation. Application of Option Techniques.