Swaps and Financial Derivatives:

Products, Pricing, Applications and Risk Management - 4 Volumes

Satyajit Das

4700 pages, parution le 02/02/2004 (3^eme édition)

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Résumé

Swaps/ Financial Derivatives - Third Edition is a unique, authoritative and comprehensive reference work for practitioners on derivatives. It brings together all aspects of derivative instruments within a cohesive and integrated framework covering:

Derivative instruments including exchange-traded markets and over-the-counter markets
Pricing, valuation and trading/hedging of derivatives.
Management of market, credit and other risk associated with derivatives trading.
Documentation, accounting, taxation and regulatory aspects of derivatives.
Applications of derivatives.
Derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity (energy, metals and agricultural), credit and new derivative markets (insurance, weather, inflation/ macro-economic indicators, property and emissions)

Key Features of Swaps/ Financial Derivatives include:

Unparalleled up-to-date coverage of derivative markets in all asset classes.
Written by experienced practitioner.
Practical approach using actual transactions that are analysed to illustrate the structure, application, pricing, hedging and risk management of individual instruments.
Four volumes; 4,500 pages;
Hundreds of Exhibits and diagrams
Detailed Index and extensive references

L'auteur - Satyajit Das

Satyajit Das is an international specialist in the area of financial derivatives and risk management and capital markets. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia. He acts as a consultant to financial institutions and corporations on derivatives and financial products, risk management, and capital markets issues.Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets, specialising in fund raising in domestic and international capital markets and risk management/ derivative products. In 1987, Das was a Visiting Fellow at the Centre for Studies in Money, Banking and Finance, Macquarie University.Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters degree in Business Administration from the Australian Graduate School of Management.

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Sommaire

Contents overview:

Swaps/Financial Derivatives is designed to bring together all aspects of derivative instruments within a cohesive and integrated framework in 4 volumes. The text covers all aspects of derivatives including:

Design of derivative instruments.
Pricing, valuation and trading/hedging of derivatives.
Management of market, credit and other risk associated with derivatives trading.
Documentation, accounting, taxation and regulatory aspects of derivatives.
Applications of derivatives.
Different types of derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity, credit and new derivative markets.
Impact of electronic trading markets on derivative markets.
Evolution and prospects of derivative markets.

Key areas of new/enhanced coverage will include:

Increased coverage of equity linked notes reflecting the increase in diversity of structures available
More detailed coverage of convertible pricing
Increased coverage of credit linked notes reflecting the growth in the markets for these structures
New coverage of inflation linked securities and CAT insurance linked bonds.

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Satyajit Das
Parution	02/02/2004
Édition	3^eme édition
Nb. de pages	4700
Format	25 x 28,5 x 17
Couverture	Relié
Intérieur	Noir et Blanc
EAN13	9780470821091