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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| Format: | eBook |
| Language: | Inglés |
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Chichester ; Hoboken, NJ :
John Wiley & Sons
2004.
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| Edition: | 1st edition |
| Series: | The Wiley Finance Series
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627198406719 |
Table of Contents:
- 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.
