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Description of Derivatives |
Following the success of the epic The Financial Engineer, this abridged 350-page version contains a detailed yet accessible analysis of the more complex derivative products, practices and controls. These are presented in 15 chapters and organised in a concise and accessible textbook format and serve as an invaluable reference guide for every busy practitioner in the financial markets. Extensive coverage of quantos, pricing rates, quantity adjusting, yield calculations, swap windows and spreadlocks is provided along with an assessment of key control functions.
Prices for orders being shipped outside GB
USA - US$170
HK - HK$
Canada - US$170
Europe - US$170
ROW - US$170
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Contents of Derivatives |
1. Introduction to derivatives
2. Swaps
3. Hedging with financial futures - the basic principles
4. Hedging in practice
5. Quanto/differential swaps
6. Options
7. Swap options
8. Pricing currency options
9. Pricing options on interest rates
10. Effective commodity derivative pricing techniques
11. Mathematical modelling and derivatives
12. Financial engineering
13. The performance of currency-hedged foreign equities
14. Currency exposures and correlation mapping
15. Portfolio management
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