Details

Subjects:

Derivative securities.

Form/Genre:

Electronic books.

Language:

English

System Details:

text file

Summary:

The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. 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 make this book a must have for anyone working with derivative products.

Contents:

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.

Notes:

Description based upon print version of record.
Includes bibliographical references and index.

ISBN:

0-470-97295-5
1-280-26947-2
9786610269471
0-470-09384-6

OCLC:

57598331