Derivative products & pricing.
By: Das, Satyajit
Material type:
BookPublisher: Singapore : John Wiley & Sons, 2006.Edition: 3rd rev. ed.Description: xiv, 852 p. : ill., +1 CD-ROM ; 24 cm.ISBN: 9780470821640Program: FIN922Other title: Derivative products and pricing.Subject(s): Derivative securities | Swaps (Finance)DDC classification: 332.6457 DA DE Online resources: Location Map | Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
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| REGULAR | University of Wollongong in Dubai Main Collection | 332.6457 DA DE (Browse shelf) | Available | T0032980 | ||
| REGULAR | University of Wollongong in Dubai Main Collection | 332.6457 DA DE (Browse shelf) | Available | T0032981 |
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| 332.6457 CO IN Interest rate swaps and other derivatives | 332.6457 DA CR Credit derivatives : | 332.6457 DA DE Derivative products & pricing. | 332.6457 DA DE Derivative products & pricing. | 332.6457 GO DE Derivatives essentials : | 332.6457 GO DE Derivatives essentials : | 332.6457 MC DE Derivatives markets / |
Includes index. +1 CD-ROM.
ROLE AND FUNCTION OF DERIVATIVES1. Financial Derivatives Building Blocks - Forward & Option Contracts. DERIVATIVE INSTRUMENTS2. 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 INSTRUMENTS4. 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 MANAGEMENT12. 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.
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.
FIN922