Derivatives - Whaley R.E. - Trading Derivatives Derivatives Markets, Valuation, And Risk Management - (Wiley Finance, 2006).pdf


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文档列表 文档介绍
Derivatives
Markets, Valuation, and
Risk Management
ROBERT E. WHALEY
John Wiley & Sons, Inc.
Derivatives
Markets, Valuation, and
Risk Management
Founded in 1807, John Wiley & Sons is the oldest independent publishing
company in the United States. With offices in North America, Europe, Australia,
and Asia, Wiley is mitted to developing and marketing print and
electronic products and services for our customers’ professional and personal
knowledge and understanding.
The Wiley Finance series contains books written specifically for finance and
investment professionals as well as sophisticated individual investors and their
financial advisors. Book topics range from portfolio management to merce,
risk management, financial engineering, valuation and financial instrument analysis,
as well as much more.
For a list of available titles, please visit our Web site at .
Copyright © 2006 by Robert E. Whaley. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey.
Published simultaneously in Canada.
No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form
or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as per-
mitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior writ-
ten permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the
Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, (978) 750-8400, fax (978)
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addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ
07030, (201) 748-6011, fax (201) 748-6008, or online at /permissions.
Designations used panies to distinguish their products are often claimed as trademarks. In all
instances where John Wiley & Sons, Inc. is aware of a claim, the produ

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