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Derivatives demystified : a step-by-step guide to forwards, futures, swaps and options /

The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chisholm, Andrew, 1959-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester ; Hoboken, NJ : John Wiley & Sons, 2004.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • The market background
  • Equity & currency forwards
  • Forward rate agreements
  • Commodity & bond futures
  • Interest rate & equity futures
  • Interest rate swaps
  • Equity & credit default swaps
  • Fundamentals of options
  • Hedging with options
  • Exchange-traded equity options
  • Currency options
  • Interest rate options
  • Option valuation concepts
  • Option sensitivities : the 'Greeks'
  • Managing trading risks on options
  • Option trading strategies
  • Convertible & exchangeable bonds
  • Structured securities : examples.