Mastering Derivatives Markets
Home > Business and Economics > Finance and accounting > Finance and the finance industry > Investment and securities > Mastering Derivatives Markets: A step-by-step guide to the products, applications and risks Market editions
Mastering Derivatives Markets: A step-by-step guide to the products, applications and risks          Market editions

Mastering Derivatives Markets: A step-by-step guide to the products, applications and risks Market editions


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

Table of Contents:
1. Background & Development to Derivatives Marketso Definition and key featureso Exchange Traded instruments vs Over the Counter (OTC)o Increasing use of Central Counterparty Model (CCP)o Increasing importance of Risko Rise of the Exchangeso Speculation and Risk Managemento Uses and Users of derivatives - banks, corporates, asset managers, hedge funds, arcades, prop-shops, brokers, retail (individuals)o Volumeso Quest for true Straight Through Processing (STP) 2. Market Fundamentals - everyone thinks you know and understand thiso How banks generate incomeo 3 key ruleso Role and use of LIBORo Day countso Financial Maths: compounding, discounting, NPV, TVMo What is a forward rate and how do we calculate ito Marking to Marketo Yield Curves 3. Derivatives Fundamentalso What is a "Vanilla" trade?o Single vs Multiple settlemento Market vs Legal triggerso Cash vs Physical settlemento Liquidityo Gearing o Credit Risko Understanding the Underlying interest rates, FX, commodity, equityo Using benchmarks o Fair value 4. Basic Option Conceptso Definition and key featureso Terminology o Call, Put, o American, European, Bermudan, Asian/Average Rateo Exercise price also known as Strike priceo Exercise and Expiryo Intrinsic value, time value, fair valueo Role of Volatilityo Pricing modelso Premium determinantso Profit and loss profiles also known as Expiry profiles 5. Interest Rate Derivatives single settlement instrumentso Definition and key featureso Exchange Traded - Financial Futureso OTC- Forward Rate Agreements (FRA)o OTC - Interest Rate Optionso Examples and applicationsQuiz 6. Interest Rate Derivatives OTC multiple settlement instrumentso Definition and key featureso Caps, Collars, Floorso Interest Rate Swaps most popular derivative instrumento Understanding Comparative Advantageo Swap categories:o Fixed/floating o Basis swapso Overnight Index Swapso Swaptionso Callable Swapso Examples and applicationsQuiz 7. Credit DerivativesFastest growing derivatives instruments almost exponential growtho Definition and key featureso Volumes and market shareo What is credit risk and how is it traded?o Legal triggerso Reference Entity and Reference Obligationo Deliverable obligationso Uses and applicationso OTC Credit Default Swaps (CDS)o OTC Total Return Swaps (TRS)o Exchange Traded credit derivatives indiceso Examples and applications 8 . Beyond Credit DerivativesPossible guest chapter, Jonathan Davies, Reoch Consultingo Collateralised Debt Obligations, (CDOs)o Beyond a vanilla CDS o Link with the Credit Derivatives Markets 9. Currency Derivativeso Definition and key featureso Exchange Traded instrumentso FX Futures, o Options on FX Futureso OTC instrumentso Vanilla and simple exotic FX Optionso Barrier structureso Currency Swapso Examples and applicationsQuiz 9a Guest contributor, Ray McKenzie, o The story behind the re-birth of FX futures Director Foreign Exchange Products, Chicago Mercantile Exchange (CME) 10. Equity Derivativeso Single Stocks or Indiceso Portfolio managemento Exchange traded index futures and optionso Exchange traded single stock options, Universal Stock Futures (USF)o Exchange traded warrantso OTC Equity Options o OTC Equity SwapsQuiz 10a. Guest Chapter, Christopher C. Taylor, HSBCo "Uses and applications of derivatives in Capital Protected products"o increasing use of derivatives in Retail Products 11. Commodity Derivativeso Global energy marketso Oil and Oil productso Electricity and Emissionso Weathero Metalso Exchange traded futures and options contractso OTC or "Off-exchange" products - Swaps, Caps, OptionsQuiz 11a. Possible Guest chapter, Mitsui Energy Risk Management "Derivatives in the Energy Market" 12 . Derivatives and Documentationo All deals transacted "subject to docs"o Key OTC market documentationo Why is it so important?o Background to ISDAo Products which are coveredo Structure of the documentationo Master, schedule, confirmationso ISDA heaven vs ISDA Hell 13. Guest chapter, Bill Hodgson, Business Development, Deriv-Serv, DTCCo "STP for OTC derivatives"o Why and how things have changedo The need for fast, efficient post transaction processing o Background: o Paper, o SWIFT, o SwapClear, o FpML, o SwapsWire, o DTCCo Trade Servicingo Where next 14. Guest chapter, Deborah Morton-Dareo "First Principles of Accounting for Derivatives"o including implications of IAS 39 15. Guest chapter, Bernard Cowleyo "Risk and Risk Management"o Typical risks faced by a derivatives usero Credit: Sovereign/Politicalo Liquidityo Marketo Capital at Risk (CaR)o Value at Risk (VaR) 16. Guest chapter Compliance in a Derivatives Practitioner 17. Trying for a guest chapter from a Hedge Fund but they are very secretive


Best Sellers


Product Details
  • ISBN-13: 9780273620457
  • Publisher: FT Press
  • Publisher Imprint: FT Press
  • Height: 245 mm
  • Returnable: N
  • Spine Width: 17 mm
  • Weight: 580 gr
  • ISBN-10: 0273620452
  • Publisher Date: 15 Dec 1995
  • Binding: Paperback
  • Language: English
  • Series Title: Financial Times Series
  • Sub Title: A step-by-step guide to the products, applications and risks Market editions
  • Width: 173 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Mastering Derivatives Markets: A step-by-step guide to the products, applications and risks          Market editions
FT Press -
Mastering Derivatives Markets: A step-by-step guide to the products, applications and risks Market editions
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Mastering Derivatives Markets: A step-by-step guide to the products, applications and risks Market editions

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!