EconPapers    
Economics at your fingertips  
 

Derivative Securities

Tomas Cipra ()
Additional contact information
Tomas Cipra: Charles University of Prague, Dept. of Statistics, Faculty of Mathematics and Physics

Chapter Chapter 10 in Financial and Insurance Formulas, 2010, pp 73-89 from Springer

Abstract: 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.

Keywords: Interest Rate; Option Price; Call Option; Future Contract; Underlying Asset (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2593-0_10

Ordering information: This item can be ordered from
http://www.springer.com/9783790825930

DOI: 10.1007/978-3-7908-2593-0_10

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-06-08
Handle: RePEc:spr:sprchp:978-3-7908-2593-0_10