Derivatives demystified : a step-by-step guide to forwards, futures, swaps and options / Andrew M. Chisholm
Publication details: Chichester : John Wiley & Sons, 2004Description: xv, 233 p. ; 24 cmISBN:- 047009382X (alk. paper)
| Item type | Current library | Home library | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | HG6024.A3C457 (Browse shelf(Opens below)) | 1 | Available | 00001360242 |
Includes bibliographical references and index
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
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