Chisholm, Andrew, 1959-
Derivatives demystified : a step-by-step guide to forwards, futures, swaps and options /
Andrew M. Chisholm
- Chichester : John Wiley & Sons, 2004
- xv, 233 p. ; 24 cm.
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
ISBN: 047009382X (alk. paper) RM257.08
Subjects--Topical Terms: Derivative securities