Introduction to derivative financial instruments : options, futures, forwards, swaps, and hedging
"Written by a renowned corporate financial advisor, this timely guide offers a comprehensive treatment of derivative financial instruments, fully covering bonds, interest swaps, options, futures, Forex, and more. The author explains the strategic use of derivatives, their place in portfolio management, hedging, and the importance of managing risk."--Publisher description
Patentschrift
xv, 361 pages : illustrations ; 24 cm
9780071546638, 0071546634
166390350
pt. 1. Innovation in finance through derivative instruments
Ch. 1. Financial innovation
Ch. 2. Derivatives
Ch. 3. Strategic use of derivatives
Ch. 4. Hedging
pt. 2. Beware of assumed exposure and illiquidity
Ch. 5. Liquidity, solvency, and derivatives exposure
Ch. 6. The daunting task of capital adequacy
pt. 3. Options
Ch. 7. The use of options
Ch. 8. The pricing of options
Ch. 9. Option traders, buyers, and writers
pt. 4. Risk control for options
Ch. 10. The Greeks: Delta, Gamma, Theta, Kappa, Rho
pt. 5. Futures, forwards, and swaps
Ch. 12. Futures and forwards
Ch. 13. Swaps
Ch. 14. Interest rate risk management through derivatives