Essays In Derivatives. Risk-Transfer Tools And Topics Made Easy.

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Chance, Don

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ISBN:9780470086254
Editorial: Wiley & Sons Ltd.
Fecha de la edición:2008
Encuadernación:Tapa dura
Dimensiones: 0 cm x 0 cm
Nº Pág.:414
Idiomas:Ingles

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An in-depth look at the ever-evolving world of derivatives, "The Second Edition of Essays in Derivatives" provides up-to-date and detailed coverage of various issues associated with this discipline. Key areas covered include derivatives and their markets, basic instruments, derivative pricing, derivative strategies, exotic instruments, and fixed-income securities and derivatives. This book offers readers more than 70 accessible essays on all types of options, swaps, and derivatives, and includes an overview of the best and worst practices in the derivatives industry. Don M. Chance (Blacksburg, VA) holds the William H. Wright, Jr. Endowed Chair for Financial Services at the E. J. Ourso College of Business Administration at Louisiana State University. Professor Chance has had numerous articles published in academic and practitioner journals and is often quoted in the media. He holds a PhD in finance from LSU and is a CFA charter holder.

Sect. 1 Derivatives and Their Markets 1
Essay 1 The Structure of Derivative Markets 3
Essay 2 A Brief History of Derivatives 7
Essay 3 Why Derivatives? 15
Essay 4 Forward Contracts and Futures Contracts 25
Essay 5 Options 29
Essay 6 Swaps 33
Essay 7 Types of Risks 37
Sect. 2 The Basic Instruments 41
Essay 8 Interest Rate Derivatives: FRAs and Options 43
Essay 9 Interest Rate Derivatives: Swaps 49
Essay 10 Currency Swaps 53
Essay 11 Structured Notes 57
Essay 12 Securitized Instruments 81
Essay 13 Equity Swaps 87
Essay 14 Equity-Linked Debt 71
Essay 15 Commodity Swaps 75
Essay 16 American versus European Options 79
Essay 17 Swaptions 88
Essay 18 Credit Derivatives 89
Essay 19 Volatility Derivatives 95
Essay 20 Weather and Environmental Derivatives 99
Sect. 3 Derivative Pricing 103
Essay 21 Forward and Futures Pricing 105
Essay 22 Put-Call Parity for European Options on Assets 111
Essay 23 Put-Call Parity for American Options on Assets