Derivative Instruments
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Derivative Instruments
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Author : Brian Eales
language : en
Publisher: Butterworth-Heinemann
Release Date : 2003-04-25
Derivative Instruments written by Brian Eales and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-04-25 with Business & Economics categories.
This text provides information on derivative trading in a way not covered by existing texts, combining theory and valuation to explain why derivatives are so important and useful as a financial instrument.
The Handbook Of Derivative Instruments
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Author : Atsuo Konishi
language : en
Publisher: Irwin Professional Publishing
Release Date : 1996
The Handbook Of Derivative Instruments written by Atsuo Konishi and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.
Derivatives are one of the most important subjects in finance today. In the revision of this classic handbook, Atsuo Konishi and Ravi Dattatreya have brought together the world's top experts to address topics vital to investment and finance professionals. Featuring the latest innovations in this fast-changing field, The Handbook of Derivative Instruments covers derivative products, strategies, and systems design. This essential handbook discusses systems and procedures to use derivatives safely. Comprehensive, up-to-date, and global in scope, The Handbook of Derivative Instruments is required reading for financial professionals who need to stay abreast of this complex area. Derivatives are here to stay. They are simply too useful, too influential, and too entrenched in the financial markets to just disappear. The Handbook of Derivative Instruments will assist you in staying abreast of the latest changes and innovations in the derivatives arena. Derivative products dominate the financial markets. The number of types of derivatives has increased tremendously. In most cases, the size of the derivatives market is much larger than the size of the underlying or "cash" market itself. The influence of the derivatives on the basic market is so great that the latter now follows the former. Understanding derivatives is essential to all investment and financial professionals. The Handbook of Derivative Instruments will provide you with the informations you need to stay on top of this ever-growing and changing market.
Financial Risk Management And Derivative Instruments
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Author : Michael Dempsey
language : en
Publisher: Routledge
Release Date : 2021
Financial Risk Management And Derivative Instruments written by Michael Dempsey and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with Business & Economics categories.
Financial Risk Management and Derivative Instruments offers an introduction to the riskiness of stock markets and the application of derivative instruments in managing exposure to such risk. Structured in two parts, the first part offers an introduction to stock market and bond market risk as encountered by investors seeking investment growth. The second part of the text introduces the financial derivative instruments that provide for either a reduced exposure (hedging) or an increased exposure (speculation) to market risk. The fundamental aspects of the futures and options derivative markets and the tools of the Black-Scholes model are examined. The text sets the topics in their global context, referencing financial shocks such as Brexit and the Covid-19 pandemic. An accessible writing style is supported by pedagogical features such as key insights boxes, progressive illustrative examples and end-of-chapter tutorials. The book is supplemented by PowerPoint slides designed to assist presentation of the text material as well as providing a coherent summary of the lectures. This textbook provides an ideal text for introductory courses to derivative instruments and financial risk management for either undergraduate, masters or MBA students.
Regulation Of Derivative Financial Instruments
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Author : Ronald H. Filler
language : en
Publisher:
Release Date : 2014
Regulation Of Derivative Financial Instruments written by Ronald H. Filler and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Derivative securities categories.
As a result of the Dodd-Frank Act Wall Street Reform and Consumer Protection Act of 2010, derivatives regulation has become a hot topic on Wall Street and is, therefore, of much interest to law firms with financial institutions as clients. An increasing number of classes on this subject are being taught at law schools around the country, but, to date, there has been no casebook on the subject. This casebook explores the regulation of swaps, futures and options by the Commodity Futures Trading Commission and the Securities and Exchange Commission. It examines the regulatory history of derivative instruments and traces the development of modern market structures while addressing the role of the exchanges, the clearinghouses, and market participants, such as futures commission merchants, swap dealers, and hedge funds that act as commodity pool operators. Structured in a traditional format, this casebook uses cases to teach students important points of law and industry practices needed to understand the role played by derivative instruments in modern finance. The cases are accompanied by commentary from the authors expanding on the points raised in the cases.
Fixed Income Securities And Derivatives Handbook
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Author : Moorad Choudhry
language : en
Publisher: John Wiley & Sons
Release Date : 2010-08-02
Fixed Income Securities And Derivatives Handbook written by Moorad Choudhry and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-02 with Business & Economics categories.
The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
Accounting For Derivatives
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Author : Juan Ramirez
language : en
Publisher: John Wiley & Sons
Release Date : 2015-03-23
Accounting For Derivatives written by Juan Ramirez and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-23 with Business & Economics categories.
The derivative practitioner’s expert guide to IFRS 9 application Accounting for Derivatives explains the likely accounting implications of a proposed transaction on derivatives strategy, in alignment with the IFRS 9 standards. Written by a Big Four advisor, this book shares the author’s insights from working with companies to minimise the earnings volatility impact of hedging with derivatives. This second edition includes new chapters on hedging inflation risk and stock options, with new cases on special hedging situations including hedging components of commodity risk. This new edition also covers the accounting treatment of special derivatives situations, such as raising financing through commodity-linked loans, derivatives on own shares and convertible bonds. Cases are used extensively throughout the book, simulating a specific hedging strategy from its inception to maturity following a common pattern. Coverage includes instruments such as forwards, swaps, cross-currency swaps, and combinations of standard options, plus more complex derivatives like knock-in forwards, KIKO forwards, range accruals, and swaps in arrears. Under IFRS, derivatives that do not qualify for hedge accounting may significantly increase earnings volatility. Compliant application of hedge accounting requires expertise across both the standards and markets, with an appropriate balance between derivatives expertise and accounting knowledge. This book helps bridge the divide, providing comprehensive IFRS coverage from a practical perspective. Become familiar with the most common hedging instruments from an IFRS 9 perspective Examine FX risk and hedging of dividends, earnings, and net assets of foreign subsidies Learn new standards surrounding the hedge of commodities, equity, inflation, and foreign and domestic liabilities Challenge the qualification for hedge accounting as the ultimate objective IFRS 9 is set to replace IAS 39, and many practitioners will need to adjust their accounting policies and hedging strategies to conform to the new standard. Accounting for Derivatives is the only book to cover IFRS 9 specifically for the derivatives practitioner, with expert guidance and practical advice.
Quantum Finance
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Author : Belal E. Baaquie
language : en
Publisher: Cambridge University Press
Release Date : 2007-07-23
Quantum Finance written by Belal E. Baaquie and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-23 with Business & Economics categories.
This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.
Financial Mathematics Derivatives And Structured Products
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Author : Raymond H. Chan
language : en
Publisher: Springer Nature
Release Date : 2024-06-12
Financial Mathematics Derivatives And Structured Products written by Raymond H. Chan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-12 with Mathematics categories.
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
Accounting And Tax Rules For Derivatives
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Author : Mark J. P. Anson
language : en
Publisher: John Wiley & Sons
Release Date : 1999-11-09
Accounting And Tax Rules For Derivatives written by Mark J. P. Anson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-11-09 with Business & Economics categories.
Derivatives and credit derivatives have emerged as significant areas of interest in portfolio planning and risk management. In this book, Mark Anson examines the accounting and taxation implications of these instruments, including the new accounting rules for derivative instruments promulgated by the financial Accounting Standards in the United States, the Accounting Standards Board in Great Britain, and the International Accounting Standards Committee. Regulatory requirements for disclosing derivatives and tax considerations for derivative instruments are discussed (including TRA-97.) Additionally, the book reviews the regulatory accounting deadlines introduced by the Securities and Exchange Commission and the Commodity Futures Trading Commission.
Understanding Credit Derivatives And Related Instruments
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Author : Antulio N. Bomfim
language : en
Publisher: Academic Press
Release Date : 2015-11-23
Understanding Credit Derivatives And Related Instruments written by Antulio N. Bomfim and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-23 with Business & Economics categories.
Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. - Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors - Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment - Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more