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US import, usually ships within 20 working days
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- Product code: 3709
- ISBN: 1557385505,
ISBN13: 9781557385505,
229 pages, hardback
Published by Irwin on 1994
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Description of Complex Derivatives |
Complex derivatives are one of the hottest areas on Wall Street. While traditional futures and options continue to be used extensively, more and more financial professionals are opting fro new and more complex derivative products, such as swaptions, caps and floors. These new products, because they can be custom-designed for specific-needs, are particularly well suited for today's demanding financial markets.
The first book ever written on the subject, Complex Derivatives provides the tools to measure the risks and benefits of this new generation of high-tech products. Specific topics include:
- The evolution of the complex derivatives market
- Regulation of complex derivatives
- How to quantify the risk of any derivative product
- How to measure swaps on a mark-to-market basis
- The risks associated with complex options strategies
For financial market professionals looking to stay abreast of the latest advances in financial technology, this book is a must read.
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Contents of Complex Derivatives |
PART ONE: Derivatives and Risk
1. Issues in the Derivatives Markets
- Introduction
- The motivation for derivatives transactions
- The concerns of market participants and regulatory authorities
2. Classification and Quantification of Credit Risk
- Background
- Market risk
- Risk equivalency
- Risk factors
PART TWO: The Credit Risk Of Options
3. A Review of Credit Exposure Evaluation for Options
4. The Credit Risk Inherent in Varying Options Strategies
- Product description
- Credit risk evaluation
PART THREE: The Credit Risk Of Equity Derivatives
5. The Credit Risk of Standard Equity Derivative Swaps
- Product description
- Credit risk quantification
- Risk factors
6. The Credit Risk of Equity Derivative Options and Complex
- Structures
- Product description
- Credit risk quantification
- Equity derivative options embedded in swaps
PART FOUR: The Credit Risk of Complex Swaps
7. A Review of Swap Credit Exposure Evaluation
- The regulatory approach to credit risk
- Netting of swap credit exposures
8. The Credit Risk of Complex Swap Structures
- Product description
- Credit risk quantification
Appendices
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