Options and futures in international portfolio management:
Options and Futures in International Portfolio Management is an indispensable learning resource and an invaluable reference to the practical application of derivative instruments in risk management. It is designed to educate and train its readers in the theory and application of options, futures and...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London u.a.
Chapman & Hall
1992
|
| Ausgabe: | 1. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | Options and Futures in International Portfolio Management is an indispensable learning resource and an invaluable reference to the practical application of derivative instruments in risk management. It is designed to educate and train its readers in the theory and application of options, futures and swaps to financial risk management, with particular emphasis on the application to international portfolio management. The analysis of futures and forward contracts covers equity indices, currencies, interest rates and bonds. The applications of futures and forwards include hedging, speculation and arbitrage. In addition, there is an analysis of the role of equity index futures and also of bond futures in the creation of synthetic index funds that have the potential to out perform traditional index funds The analysis of options covers the same asset classes as the futures, but with the addition of equities. Particular emphasis is placed upon the sensitivities of the option valuation, the delta, gamma, theta vega and rho. The importance of these sensitivities in the management of risk within portfolios is emphasized, particularly in the discussion of the various option strategies. The analysis of swaps covers the pricing and valuation of interest rate and currency swaps, as well as equity swaps and commodity swaps. Swaptions are also analysed |
| Beschreibung: | XII, 376 S. graph. Darst. |
| ISBN: | 0412426900 |
Internformat
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| 100 | 1 | |a Watsham, Terry J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Options and futures in international portfolio management |c Terry J. Watsham |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a London u.a. |b Chapman & Hall |c 1992 | |
| 300 | |a XII, 376 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 520 | 3 | |a Options and Futures in International Portfolio Management is an indispensable learning resource and an invaluable reference to the practical application of derivative instruments in risk management. It is designed to educate and train its readers in the theory and application of options, futures and swaps to financial risk management, with particular emphasis on the application to international portfolio management. The analysis of futures and forward contracts covers equity indices, currencies, interest rates and bonds. The applications of futures and forwards include hedging, speculation and arbitrage. In addition, there is an analysis of the role of equity index futures and also of bond futures in the creation of synthetic index funds that have the potential to out perform traditional index funds | |
| 520 | |a The analysis of options covers the same asset classes as the futures, but with the addition of equities. Particular emphasis is placed upon the sensitivities of the option valuation, the delta, gamma, theta vega and rho. The importance of these sensitivities in the management of risk within portfolios is emphasized, particularly in the discussion of the various option strategies. The analysis of swaps covers the pricing and valuation of interest rate and currency swaps, as well as equity swaps and commodity swaps. Swaptions are also analysed | ||
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Datensatz im Suchindex
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| adam_text | Contents
Preface xi
1 An introduction to derivatives 1
What are derivative securities? 2
Definitions of various types of derivative instruments 2
The modern history of financial derivatives 6
The institutions and mechanisms of the futures markets 10
The futures contract as a standardized contract 14
Mechanics of the options markets 18
Reasons for the success of traded options and futures markets 20
An intuitive introduction to the uses of options futures and swaps in
international portfolio management 20
Summary 24
Questions 25
Appendix: Addresses of the major futures and options exchanges 25
2 An introduction to quantitative techniques 29
Introduction 30
The time valuc of nioney 50
The mathematics of asset yields 35
Measuring the sizeand variability of sccurity returns 4 3
Frequency distributions of securily relurns 4C
Conlinuous prohabilily distributions 49
Discrete probability distrituitions 54
Correlation and regrcssion 57
An application of the mean, Standard deviaiion arid coirclaiion
cot fficienl 62
Summary 64
Questions 65
Further reading 65
Contents
Summary of bond futures pricing procedure 271
The concept of basis 275
Implied repo rate vs the cost of finance 278
Embedded options and the fair price of a future 279
Summary of factors affecting embedded options 282
? Applications of bond futures to risk management 283
Calculating the hedge ratio, h* 285
Risks that futures hedges cannot eliminate 292
x Immunizing bond portfolios using bond futures 293
Classical immunization 294
Synthetic bond index funds 298
y Synthetic asset swaps 299
Summary 299
Questions 299
References 300
Appendix: Calculation of conversion factors 301
10 Options on debt instruments and interest rates 303
Introduction 304
Are interest rate options different to other options? 304
Options on short term interest rate futures 307
Short term options on long term (cash market) bonds 310
Options on medium and long term bond futures contracts 312
The nature of the term structure of interest rates 3 13
Empirical evidence of the term structure 316
Application of interest rate options to risk management 324
The nature of debt instruments with embedded options 329
Summary 333
Questions 334
References 334
11 Swaps 337
Introduction 338
Reasons for the swap markets existence 338
Analysis of interest rate swaps 341
Analysis of currency swaps 344
Mechanics of a fixed/fixed currency swap 344
Pricing and valuing of swaps 346
Calculating the price of an interest rate swap 350
Risks associated with swaps 354
Application of swaps to risk management 356
Asset swaps — synthetic instruments for asset management 357
Equity swaps 358
Commodity swaps 361
Options on swaps — swaptions 362
• Applications of swaptions to risk management 364
Summary 367
Questions 368
References 368
Index 369
iii Contents
Appendix 2.1: The standardized normal distribution 67
Appendix 2.2: Percentage points of the / distribution 68
3 The genera] principles of pricing forward and futures contracts 69
Spot and forward contracts 70
The pricing of forward and futures contracts on carryable securities 72
The pricing of forward and futures contracts on non carryable assets 80
The difference between forward and futures prices 81
Summary 83
Questions 83
References 84
4 The general principles of valuing options 85
Introduction 86
Limits to an option s price 86
Valuation of European options 89
Calculation of asset price volatility 91
The binomial model of option valuation 96
The Black Scholes option pricing model 104
Option price sensitivities 106
Valuation of European put options 112
Summary 115
Questions 115
References 116
5 Equity derivatives 119
Introduction 120
The application of equity option valuation models 120
The effect of dividend payments on option valuation 121
Valuation of American options 122
Empirical tests of option pricing models 129
Use of equity options in portfolio management 133
What securities and what options? 140
Protective action 144
A Writing calls to hedge a portfolio 145
Put option buying 147
Option strategies involving combinations of options 152
Summary 157
Questions 158
References 159
6 Equity indices 161
Introduction 162
Definition of equity indices 162
Calculation of equity indices 163
Futures on equity indices 165
The pricing of equity index futures 165
Basis: the future price, minus the spot price 168
Empirical evidence of equity index futures pricing 170
Options on equity indices 172
Contents JX
Valuing European options on the spot index 173
American options on spot equity indices 174
Options on equity index futures 178
Valuation of American options on equity index futures 180
Empirical analysis of index option pricing models 181
Index futures and options in portfolio management 182
* Strategic asset allocation with futures contracts: creating synthetic index
funds 184
v Tactical asset allocation: changing the portfolio beta with futures 185
Portfolio insurance 192
Summary 198
Questions 199
References 199
7 Currency forwards, futures and options 201
Introduction 202
The nature of the foreign exchange market 202
The quotation of exchange rates 203
The determination of forward exchange rates 204
Interest parity theory and the fair pricing of currency forwards 207
Practical application of forward contracts 208
The valuation of European options on currencies 217
The valuation of American currency options 220
The validity of the models assumptions 223
Empirical evidence of pricing of options on spot currency 224
Options on currency futures 225
KAppIications of currency options to currency risk management 229
Using currency options to manage risk 2 32
Summary 235
Questions 2 36
References 2 37
8 Short term interest rate futures 239
Introduction 240
Money market interest rale conventions 240
Annualized yields 242
Futures contracts on interbank interest rates 246
Forward rate agreements 250
Treasury bill futures 25 I
Applications of interest rale lutures 254
Synthetic tactical asset allocation into cash 26 1
Summary 262
Questions 26 3
References 26 3
9 Bond futures 265
Types of bond futures and contract specifications 266
The notional bond and the choice of deliverable bonds 267
Bond futures: a more complex model 270
Conversion (actors again 271
|
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| spelling | Watsham, Terry J. Verfasser aut Options and futures in international portfolio management Terry J. Watsham 1. ed. London u.a. Chapman & Hall 1992 XII, 376 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Options and Futures in International Portfolio Management is an indispensable learning resource and an invaluable reference to the practical application of derivative instruments in risk management. It is designed to educate and train its readers in the theory and application of options, futures and swaps to financial risk management, with particular emphasis on the application to international portfolio management. The analysis of futures and forward contracts covers equity indices, currencies, interest rates and bonds. The applications of futures and forwards include hedging, speculation and arbitrage. In addition, there is an analysis of the role of equity index futures and also of bond futures in the creation of synthetic index funds that have the potential to out perform traditional index funds The analysis of options covers the same asset classes as the futures, but with the addition of equities. Particular emphasis is placed upon the sensitivities of the option valuation, the delta, gamma, theta vega and rho. The importance of these sensitivities in the management of risk within portfolios is emphasized, particularly in the discussion of the various option strategies. The analysis of swaps covers the pricing and valuation of interest rate and currency swaps, as well as equity swaps and commodity swaps. Swaptions are also analysed Internationale aspecten gtt Portfolio-analyse gtt Termijnhandel gtt Futures Options (Finance) Portfolio management International finance Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s DE-604 Financial Futures (DE-588)4128564-5 s Portfolio Selection (DE-588)4046834-3 s DE-188 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004242766&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Watsham, Terry J. Options and futures in international portfolio management Internationale aspecten gtt Portfolio-analyse gtt Termijnhandel gtt Futures Options (Finance) Portfolio management International finance Portfoliomanagement (DE-588)4115601-8 gnd Financial Futures (DE-588)4128564-5 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4128564-5 (DE-588)4046834-3 |
| title | Options and futures in international portfolio management |
| title_auth | Options and futures in international portfolio management |
| title_exact_search | Options and futures in international portfolio management |
| title_full | Options and futures in international portfolio management Terry J. Watsham |
| title_fullStr | Options and futures in international portfolio management Terry J. Watsham |
| title_full_unstemmed | Options and futures in international portfolio management Terry J. Watsham |
| title_short | Options and futures in international portfolio management |
| title_sort | options and futures in international portfolio management |
| topic | Internationale aspecten gtt Portfolio-analyse gtt Termijnhandel gtt Futures Options (Finance) Portfolio management International finance Portfoliomanagement (DE-588)4115601-8 gnd Financial Futures (DE-588)4128564-5 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Internationale aspecten Portfolio-analyse Termijnhandel Futures Options (Finance) Portfolio management International finance Portfoliomanagement Financial Futures Portfolio Selection |
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