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About this product
- DescriptionEquity derivative are future or options on stock or stock indexes. Traditional equity derivatives include warrants, options, futures, and stock index futures. This handbook covers equity index futures and options, and widens the scope of the mathematical discussion on the Black-Scholes model.
- Author BiographyJACK CLARK FRANCIS is Professor of Economics and Finance at Bernard M. Baruch College in New York City and author of several well--known college textbooks. He previously served as a Federal Reserve economist and on the finance faculty of the University of Pennsylvania's Wharton School. WILLIAM W. TOY is a Vice President in the Equity Derivatives Department at Goldman, Sachs & Co. and a codeveloper of the Black--Derman--Toy interest rate options model. He holds a PhD in physics from MIT. J. GREGG WHITTAKER is a Managing Director and the global head of Credit Derivatives for Chase Securities in New York City and a former senior vice president of S. G. Warburg, where he headed the Equity--Structured Products Division. He earned a PhD in economics from the University of Wisconsin.
- Author(s)J. Gregg Whittacker,Jack Clark Francis,William W. Toy,etc.
- PublisherJohn Wiley and Sons Ltd
- Date of Publication27/01/2000
- GenreFinance & Accounting
- Series TitleWiley Series in Financial Engineering
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintJohn Wiley & Sons Inc
- Content NoteIll.
- Weight1055 g
- Width162 mm
- Height242 mm
- Spine38 mm
- Edition StatementRevised edition
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