Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and HedgingMcGraw Hill Professional, 02/03/2008 - 400 páginas
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Página 6
... profits for those who know how to take advantage of them. In 1728 Charles Marie de la Condamine, a mathematician and philosopher, discovered that the French royal authorities had made a major blunder in setting the terms of a new state ...
... profits for those who know how to take advantage of them. In 1728 Charles Marie de la Condamine, a mathematician and philosopher, discovered that the French royal authorities had made a major blunder in setting the terms of a new state ...
Página 8
... profits and stay in business. The reader should, however, notice that part of Silicon Valley's and Wall Street's favorable climates for steady innovation are the hire and fire labor laws in America. The United States has relatively few ...
... profits and stay in business. The reader should, however, notice that part of Silicon Valley's and Wall Street's favorable climates for steady innovation are the hire and fire labor laws in America. The United States has relatively few ...
Página 14
... profit because the market had soared. Taking advantage of price discrepancies in separate markets is the best example of benefit derived from insight. Another basic characteristic of entrepreneurs is the readiness to challenge the ...
... profit because the market had soared. Taking advantage of price discrepancies in separate markets is the best example of benefit derived from insight. Another basic characteristic of entrepreneurs is the readiness to challenge the ...
Página 17
... profits. What this index provides is the ability to page the value of assets, but as with all hedges, there is the risk of a counterparty going bust (Chapter 4). A relatively recent example is that of a major Belgian company that ...
... profits. What this index provides is the ability to page the value of assets, but as with all hedges, there is the risk of a counterparty going bust (Chapter 4). A relatively recent example is that of a major Belgian company that ...
Página 20
... profits commensurate to the risks being taken. The rate of return on “riskless” investments must be compared with the expected return associated with risky assets. When the amount of exposure increases without a corresponding growth in ...
... profits commensurate to the risks being taken. The rate of return on “riskless” investments must be compared with the expected return associated with risky assets. When the amount of exposure increases without a corresponding growth in ...
Índice
Beware of Assumed Exposure and Illiquidity | 95 |
Options | 147 |
Risk Control for Options | 225 |
Futures Forwards and Swaps | 269 |
Index | 349 |
Outras edições - Ver tudo
Introduction to Derivative Financial Instruments, Chapter 2 - Derivatives Dimitris Chorafas Pré-visualização limitada - 2008 |
Palavras e frases frequentes
accounting agreements amount assets associated assumed banks basis bonds buyer capital cash Chapter commodity companies complex contracts cost counterparty credit risk currency deal debt default delta derivatives effect equity example exchange exercise expected expiration exposure fact factors Figure financial instruments fixed foreign forward futures gain given hedge higher holder impact important increase instance institutions interest interest rate International investment investors involve issue less leveraged liabilities liquidity loans losses major maturity means measurement ments notional obligations option parties payments percent period portfolio position practice premium principal profit protection purchase reasons reference regulators reporting requirements result securities sell seller short specified spread standard strike price structured swaps tion trading transactions types underlying volatility writer yield
Passagens conhecidas
Página 24 - For want of a nail, the shoe was lost, For want of a shoe, the horse was lost, For want of a horse, the rider was lost, For want of a rider, the battle was lost, For want of a battle, the kingdom was lost, And all for the want of a horseshoe nail.
Página 15 - An option is a contract giving the buyer the right, but not the obligation, to buy or sell an underlying asset, at a specific price, on or before a certain date.
Página 91 - ... resulting designation. • For a derivative designated as a hedge of the exposure to changes in the fair value of a recognized asset or liability or a firm commitment (referred to as a fair value hedge), the gain or loss...
Página 156 - Option: Gives the buyer the right, but not the obligation, to buy or sell an asset at a set price on or before a given date.
Página 39 - ... makes a profit. The lower the spot price, the more is the profit he makes. If the spot price of the underlying is higher than the strike price, he lets his option expire unexercised.
Página 143 - ... not affect earnings. Our proposed standard provides optional hedge accounting for many derivatives. Gains or losses on derivatives that qualify for hedge accounting, that is that are effective and do not have a speculative aspect to them, should have little or no net effect on a company's earnings. They will be offset by comparable losses or gains on the thing that is being hedged, and the result is little or no volatility in earnings.
Página 42 - An options contract bestows upon its owner the right, but not the obligation, to buy or sell the underlying futures contract at a specified time and "strike
Página 287 - Forward Rate Agreement (FRA): A contract in which two counterparties agree on the interest rate to be paid on a notional deposit of specified maturity at a specific future time.
Página 66 - Testimony to the US House of Representatives Committee on Banking, Finance, and Urban Affairs on...