Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library
| Author | : | |
| Rating | : | 4.73 (509 Votes) |
| Asin | : | 0470821647 |
| Format Type | : | paperback |
| Number of Pages | : | 1200 Pages |
| Publish Date | : | 2014-09-24 |
| Language | : | English |
DESCRIPTION:
"A superb reference" according to Dr. Lee D. Carlson. Structured products, especially those involving fixed income securities and mortgage loans, have been much discussed in the press in recent months, due possibly to the "subprime crisis" and its instigation of large losses accrued by many of the world's top financial institutions. A flurry of articles hav
Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Das holds Bachelors’ degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management. . He presents seminars on financial derivatives/ risk management
Measuring Option Price Sensitivities — The Greek Alphabet of Risk.16. Interest Rate Options Pricing.9. Estimating Volatility & Correlation.10. From the Back Cover Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management. Interest Rates & Yield Curves.6. Option Pricing.8. ROLE AND FUNCTION OF DERIVATIVES.1. Pricing Forward & Futures Contracts.7. Derivatives Pricing Framework.5. Pricing Interest Rate & Currency Swaps.11. Delta Hedging/Management of Option Portfolios.. Hedging Interest Rate Risk – Portfolios.15. Swap Spreads.DERIVATIVE TRADING & PORTFOLIO MANAGEMENT.12. Derivatives Trading & Po