Derivatives
Derivatives
V. Anantha Nageswaran, Singapore Management University
Harsh Gupta, Bain and Company
This book provides a comprehensive but concise treatment of the subject of derivatives. It focuses on making essential concepts accessible to a wider audience. The book eschews complicated mathematics and high school level mathematics is sufficient to understand it. It describes and explains various derivative instruments, their use and pricing, and the functioning of derivative markets. It uses a large number of examples to elucidate concepts and illustrate their real-life application. A distinguishing feature of the book is that it goes beyond the narrow perspective of derivative traders and investors and takes a broader approach which enhances its appeal to a range of readers. This book will be useful for students in the fields of economics, econometrics, derivatives, and finance and financial professionals, bankers and investors.
- Provides detailed examples and graphs of various options' strategies
- Uses worked examples and clear explanations
- Covers the basics of some of the latest development in the field of derivatives
Product details
December 2017Hardback
9781108416207
342 pages
235 × 157 × 24 mm
0.56kg
Available
Table of Contents
- List of tables, Figures and boxes
- Foreword
- Preface to the first edition
- Preface to the second edition
- Acknowledgements
- Part I. Introduction:
- 1. Introduction
- 2. Some basic concepts
- Part II. Forwards and Futures:
- 3. Futures and forwards
- 4. Futures trading: pricing and hedging
- 5. Interest rate futures
- 6. Currency futures
- 7. Futures on equities
- Part III. Swaps:
- 8. Swaps – Part I: interest rate and currency swaps
- 9. Swaps – Part II: other swaps
- Part IV. Options:
- 10. Options – I: introduction to options
- 11. Options – II: pricing of options
- 12. Options – III: equity options strategies
- 13. Advanced options strategies
- 14. Options – IV: real and other options
- Part V. Other Derivatives and Derivative-like Instruments:
- 15. Other derivatives
- 16. Exchange traded funds and structured products
- Part VI. Accounting, Taxation and Regulatory Framework:
- 17. Accounting and taxation
- 18. Infrastructure for derivatives trading
- 19. Regulation of derivatives trading an introduction
- Part VII. Portfolio Management and Management of Derivative Risks:
- 20. Portfolio management and derivatives
- 21. Management of derivative risks
- Bibliography
- About the authors.
