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

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Bibliographic Details
Main Author: Chisholm, Andrew, 1959-
Format: Book
Language:English
Published: Chichester, West Sussex ; Hoboken, NJ : John Wiley & Sons, [2004]
Series:Wiley finance series.
Subjects:
Derivative securities.
Online Access:Table of contents
Table of 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.