Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library, 3rd Edition RevisedISBN: 978-0-470-82164-0
Hardcover
1200 pages
October 2005
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
||||||
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.
Index.
Related Titles
More By This Author
Financial Engineering
.png){kind=small}
Join An E-mail ListLearn about the latest products, events, offers and content. |
