Financial Derivatives: pricing and risk management 9780470541746, 0470541741

""Title Page""; ""Copyright Page""; ""Introduction""; "

438 48 6MB

English Year 2013;2010

Table of contents :
""Title Page""
""Copyright Page""
""Introduction""
""Acknowledgements""
""PART I --
Overview of Financial Derivatives""
""CHAPTER 1 --
Derivative Instruments""
""INTRODUCTION""
""A GENERALISTâ€™S APPROACH TO DERIVATIVE CONTRACTS""
""STRUCTURED PRODUCTS AND AN APPLICATION TO DERIVATIVE CONTRACTS""
""CONCLUSION""
""ENDNOTES""
""REFERENCES""
""ABOUT THE AUTHOR""
""CHAPTER 2 --
The Derivatives Marketplace""
""INTRODUCTION""
""STANDARDIZATION VERSUS CUSTOMIZED PRODUCTS: DIFFERENCES IN STRUCTURE AND APPROACH""
""COMPETITION AND CONSOLIDATION: IMPETUS FOR CHANGE"" ""MOVING FROM BILATERAL TO MULTILATERAL RISK MANAGEMENT""""TRANSPARENCY AND INFORMATION IN THE EXCHANGE AND OTC MARKETPLACES""
""CONCLUSION""
""ENDNOTES""
""REFERENCES""
""ABOUT THE AUTHOR""
""CHAPTER 3 --
Speculation and Hedging""
""HEDGING TRANSACTIONS""
""SPECULATION""
""FROM HEDGING TO SPECULATION""
""INTERACTION BETWEEN HEDGERS AND SPECULATORS""
""CONCLUSION""
""ENDNOTES""
""REFERENCES""
""ABOUT THE AUTHOR""
""CHAPTER 4 --
The Social Functions of Financial Derivatives""
""HEDGING AND RISK TRANSFER""
""PRICE DISCOVERY""
""INTERTEMPORAL RESOURCE ALLOCATION"" ""ASSET FINANCE""""SYNTHETIC ASSET ALLOCATION""
""ENDNOTES""
""FURTHER READING""
""REFERENCES""
""ABOUT THE AUTHOR""
""PART II --
Types of Financial Derivatives""
""CHAPTER 5 --
Agricultural and Metallurgical Derivatives""
""INTRODUCTION""
""COMMODITIES""
""SEASONALITY IN SPOT AND FUTURES PRICES""
""FUTURES PRICING""
""CONCLUSION""
""REFERENCES""
""SUGGESTED FURTHER READING""
""ABOUT THE AUTHOR""
""CHAPTER 6 --
Agricultural and Metallurgical Derivatives""
""INTRODUCTION""
""COMMODITIES""
""DERIVATIVES""
""COMMODITY INVESTMENT STRATEGIES""
""HEDGING""
""SPREADS"" ""CONCLUSION""""REFERENCES""
""SUGGESTED FURTHER READING""
""ABOUT THE AUTHOR""
""CHAPTER 7 --
Equity Derivatives""
""INTRODUCTION""
""STOCK OPTIONS""
""EQUITY FUTURES""
""EQUITY SWAPS""
""FUTURE OF EQUITY DERIVATIVES""
""REFERENCES""
""FURTHER READING""
""ABOUT THE AUTHORS""
""CHAPTER 8 --
Foreign Exchange Derivatives""
""BASIC PRICING PRINCIPLES""
""FOREIGN EXCHANGE FORWARD AND FUTURES CONTRACTS""
""FOREIGN EXCHANGE OPTIONS""
""FX OPTION PRICING""
""PLAIN VANILLA FOREIGN EXCHANGE SWAPS""
""FLAVORED CURRENCY SWAPS""
""CONCLUSION""
""ENDNOTES""
""REFERENCES"" ""ABOUT THE AUTHOR""""CHAPTER 9 --
Energy Derivatives""
""INTRODUCTION""
""PRODUCTS: AN OVERVIEW""
""HISTORY""
""PETROLEUM DERIVATIVES: DETAILS""
""NATURAL GAS DERIVATIVES: DETAILS""
""ELECTRICITY DERIVATIVES: DETAILS""
""PRICING""
""CLEARING""
""RECENT DEVELOPMENTS""
""REFERENCES""
""ABOUT THE AUTHOR""
""CHAPTER 10 --
Interest Rate Derivatives""
""EXCHANGE-TRADED (LISTED) DERIVATIVES""
""OVER-THE-COUNTER DERIVATIVES""
""FURTHER READING""
""ABOUT THE AUTHOR""
""CHAPTER 11 --
Exotic Options""
""OVERVIEW""
""FORWARD-START OPTIONS""
""COMPOUND OPTIONS""
""CHOOSER OPTIONS""

Financial Derivatives: pricing and risk management
9780470541746, 0470541741

Author / Uploaded
Robert W. Kolb

0 0 0
Like this paper and download? You can publish your own PDF file online for free in a few minutes! Sign Up

Recommend Papers

Advanced derivatives pricing and risk management: theory, tools and hands-on programming application 0120476827, 9780120476824, 9780080488097

Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to pro

449 28 3MB Read more

Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation 1137390441, 9781137390448

What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is

572 108 2MB Read more

Shipping Derivatives and Risk Management 0230215912, 9780230215917

569 91 3MB Read more

Financial Derivatives and the Globalization of Risk 9780822334187, 0822334186

The market for financial derivatives is far and away the largest and most powerful market in the world, and it is growin

448 102 803KB Read more

Financial Derivatives and the Globalization of Risk 0822334070, 0822334186, 2004005068

387 111 930KB Read more

Financial Derivatives and the Globalization of Risk 9780822386124

Cultural studies exploration of the implications of the circulation of increasingly abstract forms of capital in the con

117 80 901KB Read more

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management [2 ed.] 9780521819169, 9780511061516, 051106151X, 0521819164

Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the

121 52 4MB Read more

Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues 1118513452, 9781118513453

The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedago

521 45 9MB Read more

Credit Risk: Models, Derivatives, and Management 1584889942, 9781584889946, 9781584889953

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Ma

434 35 4MB Read more

Trading and Pricing Financial Derivatives: A Guide to Futures, Options, and Swaps [2 ed.] 9781547401161

Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who

254 96 9MB Read more