Derivative products & pricing
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Bibliographic Information
Derivative products & pricing
（The swaps & financial derivatives library）（Wiley finance series）
John Wiley & Sons (Asia), 2006
3rd ed., rev
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Derivative products and pricing
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Note
Rev. ed. of v. 1 of: Swaps/financial derivatives. Singapore : Wiley, 2004
Includes bibliographical references and index
Description and Table of Contents
Description
Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Table of Contents
Introduction. ROLE AND FUNCTION OF DERIVATIVES. 1. Financial Derivatives Building Blocks - Forward & Option Contracts. DERIVATIVE INSTRUMENTS. 2. Exchange-Traded Products - Futures & Options On Futures Contracts. 3. Over-The-Counter Products - FRAs, Interest Rate Swaps, Caps/Floors, Currency Forwards, Currency Swaps, Currency Options. PRICING & VALUING DERIVATIVE INSTRUMENTS. 4. Derivatives Pricing Framework. 5. Interest Rates & Yield Curves. 6. Pricing Forward & Futures Contracts. 7. Option Pricing. 8. Interest Rate Options Pricing. 9. Estimating Volatility & Correlation. 10. Pricing Interest Rate & Currency Swaps. 11. Swap Spreads. DERIVATIVE TRADING & PORTFOLIO MANAGEMENT. 12. Derivatives Trading & Portfolio Management. 13. Hedging Interest Rate Risk - Individual Instruments. 14. Hedging Interest Rate Risk - Portfolios. 15. Measuring Option Price Sensitivities - The Greek Alphabet of Risk. 16. Delta Hedging/Management of Option Portfolios. Index.
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