Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities
著者
書誌事項
Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities
（Financial Management Association survey and synthesis series）
Harvard Business School Press, c1996
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
This work discusses derivatives, covering all four major categories. It contains information on institutional procedure and market practice, explaining complicated subjects using numerical examples.
目次
- Part 1 Options: stock option basics
- the institutional environment for stock options
- stock option pricing
- risk management of an option portfolio
- option products
- exotic option - option innovations to meet special needs
- interest rate options
- option references and suggested readings. Part 2 Financial futures: contract characteristics and the institutional environment
- pricing futures, forwards and options on futures - general considerations
- treasury bill futures
- Eurodollars
- US treasury bond and notes futures
- the Standard and Poor's 500 stock price index futures contract
- futures references and suggested readings. Part 3 Interest rate swaps/basics: swap pricing and hedging
- non-generic swaps
- options on swaps
- interest rate swap references and suggested readings. Part 4 Mortgage derivatives: the underlying instruments and market characteristics
- valuation and hedging of MPTs
- CMOs, STRIPs and other mortgage derivative instruments
- mortgage derivative references and suggested readings.
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