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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.

Title Information

ISBN:

9780786310081

Pages:

411 pages

Format:

Hardback

Product Code:

3480

Publisher:

Irwin

Published:

30/11/-0001

Edition:

1st Edition

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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