Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry
| Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry |
| Autore | Eales Brian Anthony |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (273 p.) |
| Disciplina | 332.645 |
| Altri autori (Persone) | ChoudhryMoorad |
| Collana | Quantitative finance series |
| Soggetto topico |
Derivative securities
Securities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02650-6
9786611026509 0-08-050389-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Derivative Instruments: A Guide to Theory and Practice; Copyright Page; Contents; Foreword; Preface; About the Authors; Chapter 1. Introduction to Derivatives; 1.1 Exchange-based futures contracts; 1.2 Forward contracts; 1.3 Options; 1.4 Swaps; 1.5 The future?; Chapter 2. Overview of Fixed Income Securities; 2.1 Basic concepts; 2.2 Bond price in continuous time; 2.3 Forward rates; Appendix 2.1 The integral; Appendix 2.2 The derivation of the bond price equation in continuous time; Chapter 3. Forwards and Futures Valuation; 3.1 Introduction; 3.2 Forwards and futures
3.3 The forward-spot parity 3.4 The basis and implied repo rate; Chapter 4. FRAs and Interest Rate Futures; 4.1 Forward rate agreements; 4.2 FRA mechanics; 4.3 Forward contracts; 4.4 Short-term interest rate futures; Chapter 5. Bond Futures; 5.1 Introduction; 5.2 Futures pricing; 5.3 Hedging using bond futures; 5.4 The margin process; Appendix 5.1 The conversion factor for the long gilt future; Chapter 6. Swaps; 6.1 Interest rate swaps; 6.2 Generic swap valuation; 6.3 Non-vanilla interest rate swaps; 6.4 Currency swaps; 6.5 Swaptions; 6.6 An overview of interest rate swap applications Chapter 7. Credit Derivatives 7.1 Credit risk; 7.2 Credit risk and credit derivatives; 7.3 Credit event; 7.4 An introduction to collateralised debt obligations (CDOs); Appendix 7.1 Credit ratings; Chapter 8. Equity Futures Contracts; 8.1 Exchange-traded equity index and universal stock futures; 8.2 Operational characteristics of equity futures contracts; Chapter 9. Equity Swaps; 9.1 A basic equity swap; 9.2 Single-currency, fixed notional principal, equity index/sterling LIBOR swap; 9.3 Equity swap: fair pricing; Chapter 10. Equity and Equity Index Options; 10.1 Call options; 10.2 Put options Chapter 11. Option Pricing 11.1 Introduction; 11.2 The Black and Scholes model; 11.3 Alternative pricing frameworks; 11.4 Monte Carlo simulation; Chapter 12. Equity-linked Structured Products; 12.1 Introduction; 12.2 Convertible bonds; 12.3 Currency considerations; 12.4 Guaranteed equity products; Index |
| Record Nr. | UNINA-9910457298703321 |
Eales Brian Anthony
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry
| Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry |
| Autore | Eales Brian Anthony |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (273 p.) |
| Disciplina | 332.645 |
| Altri autori (Persone) | ChoudhryMoorad |
| Collana | Quantitative finance series |
| Soggetto topico |
Derivative securities
Securities |
| ISBN |
1-281-02650-6
9786611026509 0-08-050389-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Derivative Instruments: A Guide to Theory and Practice; Copyright Page; Contents; Foreword; Preface; About the Authors; Chapter 1. Introduction to Derivatives; 1.1 Exchange-based futures contracts; 1.2 Forward contracts; 1.3 Options; 1.4 Swaps; 1.5 The future?; Chapter 2. Overview of Fixed Income Securities; 2.1 Basic concepts; 2.2 Bond price in continuous time; 2.3 Forward rates; Appendix 2.1 The integral; Appendix 2.2 The derivation of the bond price equation in continuous time; Chapter 3. Forwards and Futures Valuation; 3.1 Introduction; 3.2 Forwards and futures
3.3 The forward-spot parity 3.4 The basis and implied repo rate; Chapter 4. FRAs and Interest Rate Futures; 4.1 Forward rate agreements; 4.2 FRA mechanics; 4.3 Forward contracts; 4.4 Short-term interest rate futures; Chapter 5. Bond Futures; 5.1 Introduction; 5.2 Futures pricing; 5.3 Hedging using bond futures; 5.4 The margin process; Appendix 5.1 The conversion factor for the long gilt future; Chapter 6. Swaps; 6.1 Interest rate swaps; 6.2 Generic swap valuation; 6.3 Non-vanilla interest rate swaps; 6.4 Currency swaps; 6.5 Swaptions; 6.6 An overview of interest rate swap applications Chapter 7. Credit Derivatives 7.1 Credit risk; 7.2 Credit risk and credit derivatives; 7.3 Credit event; 7.4 An introduction to collateralised debt obligations (CDOs); Appendix 7.1 Credit ratings; Chapter 8. Equity Futures Contracts; 8.1 Exchange-traded equity index and universal stock futures; 8.2 Operational characteristics of equity futures contracts; Chapter 9. Equity Swaps; 9.1 A basic equity swap; 9.2 Single-currency, fixed notional principal, equity index/sterling LIBOR swap; 9.3 Equity swap: fair pricing; Chapter 10. Equity and Equity Index Options; 10.1 Call options; 10.2 Put options Chapter 11. Option Pricing 11.1 Introduction; 11.2 The Black and Scholes model; 11.3 Alternative pricing frameworks; 11.4 Monte Carlo simulation; Chapter 12. Equity-linked Structured Products; 12.1 Introduction; 12.2 Convertible bonds; 12.3 Currency considerations; 12.4 Guaranteed equity products; Index |
| Record Nr. | UNINA-9910784337403321 |
|
Eales Brian Anthony
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivative instruments : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry
| Derivative instruments : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry |
| Autore | Eales Brian Anthony |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (273 p.) |
| Disciplina | 332.645 |
| Altri autori (Persone) | ChoudhryMoorad |
| Collana | Quantitative finance series |
| Soggetto topico |
Derivative securities
Securities |
| ISBN |
1-281-02650-6
9786611026509 0-08-050389-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Derivative Instruments: A Guide to Theory and Practice; Copyright Page; Contents; Foreword; Preface; About the Authors; Chapter 1. Introduction to Derivatives; 1.1 Exchange-based futures contracts; 1.2 Forward contracts; 1.3 Options; 1.4 Swaps; 1.5 The future?; Chapter 2. Overview of Fixed Income Securities; 2.1 Basic concepts; 2.2 Bond price in continuous time; 2.3 Forward rates; Appendix 2.1 The integral; Appendix 2.2 The derivation of the bond price equation in continuous time; Chapter 3. Forwards and Futures Valuation; 3.1 Introduction; 3.2 Forwards and futures
3.3 The forward-spot parity 3.4 The basis and implied repo rate; Chapter 4. FRAs and Interest Rate Futures; 4.1 Forward rate agreements; 4.2 FRA mechanics; 4.3 Forward contracts; 4.4 Short-term interest rate futures; Chapter 5. Bond Futures; 5.1 Introduction; 5.2 Futures pricing; 5.3 Hedging using bond futures; 5.4 The margin process; Appendix 5.1 The conversion factor for the long gilt future; Chapter 6. Swaps; 6.1 Interest rate swaps; 6.2 Generic swap valuation; 6.3 Non-vanilla interest rate swaps; 6.4 Currency swaps; 6.5 Swaptions; 6.6 An overview of interest rate swap applications Chapter 7. Credit Derivatives 7.1 Credit risk; 7.2 Credit risk and credit derivatives; 7.3 Credit event; 7.4 An introduction to collateralised debt obligations (CDOs); Appendix 7.1 Credit ratings; Chapter 8. Equity Futures Contracts; 8.1 Exchange-traded equity index and universal stock futures; 8.2 Operational characteristics of equity futures contracts; Chapter 9. Equity Swaps; 9.1 A basic equity swap; 9.2 Single-currency, fixed notional principal, equity index/sterling LIBOR swap; 9.3 Equity swap: fair pricing; Chapter 10. Equity and Equity Index Options; 10.1 Call options; 10.2 Put options Chapter 11. Option Pricing 11.1 Introduction; 11.2 The Black and Scholes model; 11.3 Alternative pricing frameworks; 11.4 Monte Carlo simulation; Chapter 12. Equity-linked Structured Products; 12.1 Introduction; 12.2 Convertible bonds; 12.3 Currency considerations; 12.4 Guaranteed equity products; Index |
| Record Nr. | UNINA-9910811295103321 |
|
Eales Brian Anthony
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||