000			01467nam a22001937a 4500
005			20250521113637.0
008			250521b |||||||| |||| 00| 0 eng d
020			_a9781032630854
082			_a332.6457 _bMAR
100			_aMare, Eben _923588
245			_aA concise introduction to financial derivatives
260			_bCRC Press _aBoca Raton _c2025
300			_axix, 198 p.
365			_aGBP _b74.99
500			_aTable of Contents: 1. Markets. 2. Market Players. 3. Rates. 4 Derivatives.5. Option Strategies. 6. Basic Option Bounds. 7. Relations Between Options. 8. Binomial Pricing Model: I. 9. Binomial Pricing Model: II. 10. Option Values: I. 11. Option Values: II. 12. Black-Scholes PDE. 13. Perpetual Options. 14. Application: Corporate Credit. 15. Greeks. 16. Exotic Derivatives. 17. Model Validation Process. 18. Risk.
520			_aA Concise Introduction to Financial Derivatives seeks to present financial derivatives in a manner that requires minimal mathematical background. Readers will obtain, in a quick and engaging way, a working knowledge of the field and a collection of practical working insights. The book is ideal for aspiring young practitioners, advanced undergraduates, and masters-level students who require a concise and practice-led introduction to financial derivatives. (https://www.routledge.com/A-Concise-Introduction-to-Financial-Derivatives/Mare/p/book/9781032630854)
650			_aDerivative securities
942			_cBK _2ddc
999			_c9991 _d9991