Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
ROLE AND FUNCTION OF DERIVATIVES.
1. Financial Derivatives Building Blocks - Forward & Option Contracts.
DERIVATIVE INSTRUMENTS.
2. Exchange-Traded Products - Futures & Options On Futures Contracts.
3. Over-The-Counter Products - FRAs, Interest Rate Swaps, Caps/Floors, Currency Forwards, Currency Swaps, Currency Options.
PRICING & VALUING DERIVATIVE INSTRUMENTS.
4. Derivatives Pricing Framework.
5. Interest Rates & Yield Curves.
6. Pricing Forward & Futures Contracts.
7. Option Pricing.
8. Interest Rate Options Pricing.
9. Estimating Volatility & Correlation.
10. Pricing Interest Rate & Currency Swaps.
11. Swap Spreads.
DERIVATIVE TRADING & PORTFOLIO MANAGEMENT.
12. Derivatives Trading & Portfolio Management.
13. Hedging Interest Rate Risk - Individual Instruments.
14. Hedging Interest Rate Risk - Portfolios.
15. Measuring Option Price Sensitivities -- The Greek Alphabet of Risk.
16. Delta Hedging/Management of Option Portfolios.
ROLE AND FUNCTION OF DERIVATIVES.
1. Financial Derivatives Building Blocks - Forward & Option Contracts.
DERIVATIVE INSTRUMENTS.
2. Exchange-Traded Products - Futures & Options On Futures Contracts.
3. Over-The-Counter Products - FRAs, Interest Rate Swaps, Caps/Floors, Currency Forwards, Currency Swaps, Currency Options.
PRICING & VALUING DERIVATIVE INSTRUMENTS.
4. Derivatives Pricing Framework.
5. Interest Rates & Yield Curves.
6. Pricing Forward & Futures Contracts.
7. Option Pricing.
8. Interest Rate Options Pricing.
9. Estimating Volatility & Correlation.
10. Pricing Interest Rate & Currency Swaps.
11. Swap Spreads.
DERIVATIVE TRADING & PORTFOLIO MANAGEMENT.
12. Derivatives Trading & Portfolio Management.
13. Hedging Interest Rate Risk - Individual Instruments.
14. Hedging Interest Rate Risk - Portfolios.
15. Measuring Option Price Sensitivities -- The Greek Alphabet of Risk.
16. Delta Hedging/Management of Option Portfolios.
Produkteigenschaften
- Artikelnummer: 9780470821640
- Medium: Buch
- ISBN: 978-0-470-82164-0
- Verlag: Wiley John + Sons
- Erscheinungstermin: 23.09.2005
- Sprache(n): Englisch
- Auflage: 3. Auflage 2005
- Serie: Swaps and Financial Derivatives Library
- Produktform: Gebunden
- Gewicht: 1402 g
- Seiten: 872
- Format (B x H x T): 160 x 230 x 49 mm
- Ausgabetyp: Kein, Unbekannt