Henderson on derivatives

書誌事項

Henderson on derivatives

Schuyler K. Henderson

LexisNexis, c2003

大学図書館所蔵 件 / 4

この図書・雑誌をさがす

注記

Includes index

内容説明・目次

内容説明

This is an authoritative and practical major work, giving you an accurate and insightful guide to the full spectrum of derivatives, from the simplest to the most complex, as well as the law, regulation, documentation and practice surrounding them. The standard work on the subject for both novice and experienced practitioners alike, the book also includes: the principles that drive various derivatives transactions; structured products, including synthetic securitisation; derivatives credit risk and market risk, including hedge risk; close-out netting; regulation, accounting and taxation of derivatives; capacity; relationship of dealers and end-users; enforcement issues, with numerous cases critically analysed; commentary on the ISDA Master Agreement (1992 and 2002) and credit supported issues; and, the 1992 and 2002 ISDA Master Agreements reproduced in full.

目次

  • "Contents: Introduction
  • Development of the Market
  • Product Evolution
  • Credit Derivatives
  • Structured Products
  • Regulation and Taxation of Derivatives
  • Capacity
  • Derivative Credit Risk
  • Documentation
  • Enforcement Issues
  • The Future."

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