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Frontiers in Derivatives by Atsuo Konishi,Ravi Dattatreya
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    • Product code: 3480
    • ISBN: 0786310081, ISBN13: 9780786310081, 411 pages, hardback
      Published by Irwin on 1997 , 1st
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    Description of Frontiers in Derivatives

    Derivatives are used for risk management by an increasing number of financial executives. While derivatives can now be considered a mature market, they still continue to revolutionize the financial world.

    It has been difficult for most financial professionals to stay abreast of this rapidly changing and complex area.

    Frontiers in Derivatives: State-of-the-Art Models, Valuations, Strategies & Products provides a complete and unbiased view of the latest developments in the derivatives field. This authoritative book breaks new ground in a number of topical areas, including valuation of complex options and credit derivatives. In addition, numerous topics are covered, including:

    Pricing models
    New instruments
    Valuing derivatives linked to foreign assets
    Static options replication
    Mathematical models for exotic options

    Authoritative, well-researched and comprehensive, Frontiers in Derivatives features contributions from a number of leading experts, including Emanuel Derman, Paul Wilmott and Blythe Masters. For financial professionals who use derivatives on a regular basis, or for those who are looking to acquire further information on these universally utilized and accepted products, Frontiers in Derivatives is the one book that provides leading information on one of today's most important risk management and investment products.

    Contents of Frontiers in Derivatives

    1. New Ways with Derivatives
    Simon Brady and Matthew Ball, Corporate Finance, Euromoney Publications plc, UK

    2. An Introduction to Credit Derivatives
    Kerrin Howard, AP Dow Jones

    3. Applications of Credit Derivatives
    Blythe Masters, J.P. Morgan Securities Inc.

    4. Emerging Market Equity Derivatives
    Ronald T. Slivka, Dynamic Portfolio Solutions, Inc.

    5. Valuing Derivatives Linked to Foreign Assets
    Jason Z. Wei, University of Saskatchewan

    6. Technology Strategies for Derivative Risk Management
    Peter G. Kane, EDS - Global Securities Industry Group

    7. Exotic Options: Mathematical Models and Computation
    J.N. Dewynne, Southampton University, and P. Wilmott, Imperial College and Oxford University

    8. Key Results in Discrete Hedging and Transaction Costs
    A.E. Whalley, Oxford University, and P. Wilmott, Oxford University and Imperial College

    9. Pricing Interest Rate Exotics
    Peter Ritchken, Weatherhead School of Management, Case Western Reserve University and L. Sankarasubramanian, Bear, Stearns & Co. Inc.

    10. Static Options Replication
    Emanuel Derman, Deniz Ergener, and Iraj Kani, Goldman, Sachs & Co.

    11. Deriving Benefits from Death
    K. Ravindran, Consolidated Risk Management Solutions Inc., and A. Wayne Edelist, RBC Dominion Securities

    12. Restructuring Adjustable Rate Mortgages
    Venkat T. Ramdev, BZW Securities Inc., and Lev Borodovsky, Credit Suisse

    13. Hedging Expectations: 'Derivative Reality' and the Law and Finance of the Corporate Objective
    Henry T.C. Hu, University of Texas at Austin School of Law

    14. Basic Issues in Secondary Market Municipal Derivative Products
    Karen M. Braun, Orrick, Herrington & Sutcliffe LLP

    15. Debt Service Forward Agreements in the Public Finance Markets
    Thomas A. McGavin, Jr., Rogers & Wells


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