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Derivatives: Valuation and Risk Management, by David A. Dubofsky, Thomas W. Miller
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Derivatives: Valuation and Risk Management, by David A. Dubofsky and Thomas W. Miller, Jr., enables students to acquire a strong working knowledge and thorough understanding of the rapidly growing field of financial derivatives. Students will learn essential risk management skills, such as how markets in these securities can be used to shift risk away from or toward the user.
With the purchase of this book, students will also have the unique opportunity to utilize Fincad XL-Dubofsky/Miller Edition, a limited version of FinancialCAD's comprehensive derivatives valuation toolkit, Fincad XL. The book features many examples using FinancialCAD's industry-leading package, affording students the chance to develop "real life" skills and helping business school students gain a competitive edge in the job market. Derivatives: Valuation and Risk Management is ideal for both undergraduate and graduate classes on derivatives, financial risk management, futures, or options.
Fincad XL is a software product currently used by thousands of financial practitioners and companies worldwide. Functions available in Fincad XL-Dubofsky/Miller Edition include: � Swaps � Forward Rates � Vanilla Options � Exotic Options � Fixed Income � Interest Rate Derivatives
To download your copy of Fincad XL-Dubofsky/Miller Edition, go to www.fincad.com/oxford. For more information on the complete version of Fincad XL, visit www.fincad.com.
- Sales Rank: #1739374 in Books
- Published on: 2002-07-15
- Original language: English
- Number of items: 1
- Dimensions: 7.60" h x 1.40" w x 9.30" l, 2.94 pounds
- Binding: Hardcover
- 672 pages
About the Author
David A. Dubofsky is at Virginia Commonwealth University. Thomas W. Miller is at University of Missouri, Columbia, MO.
Most helpful customer reviews
2 of 3 people found the following review helpful.
Better organized than Hull
By Heber Farnsworth
I have used Miller & Dubofsky to teach my undergraduate options class in the past and this year I switched to Hull (7th edition). I find that I much prefer the way Miller & Dubofsky is organized. A good example would be the treatment of forwards and futures. Miller & Dubofsky begin with forwards and move on to futures. In Hull they are treated together and this serves to confuse students, especially when it comes to valuation and marking to market. Another strength of the book is that risk management is addressed right away whereas in Hull it seems to be an afterthought. Hull's notation is also quite confusing for students. Hull tries to do everything using continuously compounded rates but for many instruments (FRAs and Interest Rate Swaps for instance) this is not possible. The result is a mish-mash of compounding conventions in the same formula.
There are a few weaknesses of the Miller & Dubofsky text as well but these tend to be minor. I think it would benefit by a second edition.
0 of 17 people found the following review helpful.
E-Solutions
By A Customer
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