Financial derivatives : hedging with futures, forwards, options and swaps / David Winstone.
Material type: TextPublication details: London : Thomson Learning, 1996.Description: xv, 303 p. : ill. ; 25 cmISBN:- 9781861522054 (pbk.) :
- 9781861522054
- 332.632
- HG6024.A3 W56 1996
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Long Loan | TUS: Midlands, Main Library Athlone General Lending | 332.632 (Browse shelf(Opens below)) | 1 | Available | 203561 |
Originally published: London: Chapman & Hall, 1995.
Includes bibliographical references and index.
1.Introduction -- 2.The nature of currency exposure -- 3.Internal hedging techniques -- 4.Currency borrowing or currency deposits -- 5.The foreign exchange market -- 6.Forward exchange contracts -- 7.Interest rate risk exposure -- 8.Forward/forwards -- 9.Forward or future rate agreements -- 10.An introduction to futures -- 11.Interest rate futures -- 12.Currency futures -- 13.Advanced future concepts -- 14.An introduction to trade options -- 15.Currency options -- 16.Interest rate options -- 17.Option pricing -- 19.Currency swaps -- 20.Summary/conclusions.