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

By: Material type: TextTextSeries: Wiley financePublication details: Chichester : Wiley, c2004.Description: xv, 233 p. : ill. ; 25 cmISBN:
  • 9780470093825 (pbk.) :
  • 047009382X (alk. paper)
Subject(s): DDC classification:
  • 332.6457 CHI
LOC classification:
  • HG6024.A3 C487 2004
Contents:
1.The market background -- 2.Equity and currency forwards -- 3.Forward rate agreements -- 4.Commodity and bond futures -- 5.Interest rate and equity futures -- 6.Interest rate swaps -- 7.Equity and credit default swaps -- 8.Fundamentalsof options -- 9.Hedging with options -- 10.Exchange-traded equity options -- 11.Currency options -- 12.Interest rate options -- 13.Option valuation concepts -- 14.Option sensitivities: the 'Greeks' -- 15.Managing trading risks on options -- 16.Option trading strategies -- 17.Convertible and exchangable bonds -- 18.Structure securities: examples.
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.
Summary: This book is a step-by-step guide to derivative products. It features 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.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 332.6457 CHI (Browse shelf(Opens below)) 1 Available 00211145

Includes bibliographical references (p. 227) and index.

1.The market background -- 2.Equity and currency forwards -- 3.Forward rate agreements -- 4.Commodity and bond futures -- 5.Interest rate and equity futures -- 6.Interest rate swaps -- 7.Equity and credit default swaps -- 8.Fundamentalsof options -- 9.Hedging with options -- 10.Exchange-traded equity options -- 11.Currency options -- 12.Interest rate options -- 13.Option valuation concepts -- 14.Option sensitivities: the 'Greeks' -- 15.Managing trading risks on options -- 16.Option trading strategies -- 17.Convertible and exchangable bonds -- 18.Structure securities: examples.

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.

This book is a step-by-step guide to derivative products. It features 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.

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