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Derivative Products and Pricing (Hardback)

Satjayit Das

ISBN 10: 0470821647 / ISBN 13: 9780470821640
Edité par John Wiley and Sons Ltd, United Kingdom, 2005
Neuf(s) Etat : New Couverture rigide
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A propos de cet article

Language: English . Brand New Book. 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. N° de réf. du libraire AAH9780470821640

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Détails bibliographiques

Titre : Derivative Products and Pricing (Hardback)

Éditeur : John Wiley and Sons Ltd, United Kingdom

Date d'édition : 2005

Reliure : Hardback

Etat du livre :New

Edition : 3rd Revised edition.

A propos de ce titre

Synopsis :

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.

From the Back Cover:

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

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