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- Product code: 16429
- ISBN: 0750654198,
ISBN13: 9780750654197,
272 pages, CD-Rom + hb
Published by Butterworth-Heinemann on 2003
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Description of Derivative Instruments |
The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying CD-ROM. This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives. The key features include: combines theory with valuation to provide overall coverage of the topic area; provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses; and covers all the latest developments in derivatives.
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Reviews"The authors cover the subject with exceptional clarity and precision. This is a superlative work and one that will be of immense value to practioners and graduate students alike."
- Aaron Nematnejad Fixed Income Derivative Analytics, Bloomberg L.P.
"A book that the market has been waiting for: the authors cut through the dry theory and present us with a highly readable and practical guide to derivatives. This book is a must for anyone working in the financial markets."
- Graham 'Harry' Cross Fixed Income Trading, Van Der Moolen UK Ltd.
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Contents of Derivative Instruments |
- Introduction to derivatives
- Overview of bond instruments
- Forewards and futures valuation
- FRA's and interest rate futures
- Bond futures
- Swaps
- Credit derivatives and CDOs
- Equity futures
- Equity swaps
- Equity and equity index options
- Option pricing
- Equity linked structured products
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About Brian Eales and Moorad Choudhry |
Brian Eales is a principal lecturer in the Department of Economics, Finance and Business at London Metropolitan University. He is also a consultant and trainer at FOW, the derivatives training and consulting firm. Brian Eales worked in the securities department of the Commerzbank in Frankfurt. He is a graduate of the London School of Economics. Brian's previous publications include Financial Engineering and Financial Risk Management. Moorad Choudhry is Head of Treasury at KBC Financial Products (UK) Limited in London. Previously he worked in structured finance at JPMorgan Chase Bank, and as a sterling bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited. Dr Choudhry is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School. He is also a Fellow of the Securities Institute.
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