Derivatives demystified : a step-by-step guide to forwards, futures, swaps and options / Andrew M. Chisholm.
Material type: TextSeries: Wiley financePublication details: Chichester : Wiley, c2004.Description: xv, 233 p. : ill. ; 25 cmISBN:- 9780470093825 (pbk.) :
- 047009382X (alk. paper)
- 332.6457 CHI
- HG6024.A3 C487 2004
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.