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Financial Derivatives

Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps
Authors: George M Constantinides;

Financial Derivatives

Abstract

Introduction to Forward Contracts, Futures, and Swaps Pricing Forwards and Futures Interest Rate and Currency Swaps Introduction to Options and No-Arbitrage Restrictions Trading Strategies and Slope and Convexity Restrictions Optimal Early Exercise of American Options Binomial Option Pricing Risk-Neutral Valuation The Black-Scholes-Merton Option Pricing Formula Extensions of the BSM Model Risk Management with Options Empirical Evidence and Time-Varying Volatility The Pricing and Hedging of Corporate Securities (Common Stock, Senior and Junior Bonds, Callable Bonds, Warrants, Convertible Bonds, Putable Bonds, and Credit Default Swaps) and Credit Risk

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
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