Derivatives Demystified

A Step-by-Step Guide to Forwards, Futures, Swaps and Options

Andrew M. Chisom

233 pages, parution le 13/07/2004

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Résumé

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 the products are used to solve real-world problems, as well as an extensive glossary and material on the latest derivative products make this book a must have for anyone working with derivative products.

Sommaire

The Market Background
Equity and Currency Forwards
Forward Rate Agreements
Commodity and Bond Futures
Interest Rate and Equity Futures
Interest Rate Swaps
Equity and 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 and Exchangeable Bonds
Structured Securities: Examples

Appendix A: Financial Calculations
Appendix B: Glossary of Terms

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Andrew M. Chisom
Parution	13/07/2004
Nb. de pages	233
Format	17 x 24,5
Couverture	Broché
Poids	455g
Intérieur	Noir et Blanc
EAN13	9780470093825
ISBN13	978-0-470-09382-5