Fixed Income, Equity, FX and Derivatives Porfolio Representations

Compartir en:

Tugwell, Jem

(0 Comentarios)
Comenta y valora este libro

pvp.109,20 €

Disponible entre 11 y 20 dias

ISBN:9781906659899
Editorial: Harriman House Publishing
Fecha de la edición:2011
Encuadernación:
Dimensiones: 0 cm x 0 cm
Nº Pág.:256
Idiomas:Español

Materias:

/ Sistema Financiero
/ Bolsa

Introduction - Market Value vs. Exposure - Gearing - Building a Portfolio View -- Weighting Exposure -- Multiple Exposures from a Single Holding -- Multi-legged assets Long and Short Positions Handling the Asset Classes Equity - Shares - Index Futures - CFDs - Equity Options - Index Options Money Market - Cash - CD/CP - FRN - STIR Futures - Options on STIR Futures Fixed Income - Physical Assets -- Govt Bonds -- Index Linked -- Corporate -- Convertibles -- FRN - Derivatives -- Bond Futures -- Bond Options -- Interest Rate Swaps (IRS) -- Inflation Swaps -- Asset Swaps -- Single Name CDS -- Index CDS -- Swaptions -- Repo Currency - Spot - Forwards - Swaps - FX Options - Pooled Vehicles, ETFs and Unitised Bringing it Together Summary