Abstract
Chapter 10 deals with term trading and derivative securities: 10.1. General Classification, 10.2. Forwards, 10.3. Futures, 10.4. Swaps, 10.5. Options.
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Further Reading
Baxter, M., Rennie, A.: Financial Calculus. An Introduction to Derivative Pricing. Cambridge University Press, Cambridge (1996)
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Elliot, R.J., Kopp, P.E.: Mathematics of Financial Markets. Springer, New York (2004)
Hull, J.: Options, Futures, and Other Derivative Securities. Prentice Hall, Englewood Cliffs, NJ (1993)
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Knox, D.M., Zima, P., Brown, R.L.: Mathematics of Finance. McGraw-Hill, Sydney, NSW (1984)
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Malliaris, A.G., Brock, W.A.: Stochastic Methods in Economics and Finance. North-Holland, Amsterdam (1982)
Musiela, M., Rutkowski, M.: Martingale Methods in Financial Modelling. Springer, New York (2004)
Neftci, S.N.: Mathematics of Financial Derivatives. Academic Press, San Diego, CA (2000)
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Santomero, A.M., Babbel, D.F.: Financial Markets, Instruments, and Institutions. McGraw-Hill (Irwin), Chicago, IL (1997)
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Wilmott, P., Howison, S., Dewynne, J.: The Mathematics of Financial Derivatives. Cambridge University Press, Cambridge (1995)
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Cipra, T. (2010). Derivative Securities. In: Financial and Insurance Formulas. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2593-0_10
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DOI: https://doi.org/10.1007/978-3-7908-2593-0_10
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