OTC markets in derivative instruments:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Basingstoke, Hants
Macmillan
1993
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIII, 294 S. graph. Darst. |
| ISBN: | 0333583086 |
Internformat
MARC
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| 245 | 1 | 0 | |a OTC markets in derivative instruments |c [Ed.:] Nick Cavalla |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Basingstoke, Hants |b Macmillan |c 1993 | |
| 300 | |a XIII, 294 S. |b graph. Darst. | ||
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| 337 | |b n |2 rdamedia | ||
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| 650 | 4 | |a Securities markets | |
| 650 | 7 | |a Termijnhandel |2 gtt | |
| 650 | 4 | |a Capital market | |
| 650 | 4 | |a Finance | |
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| 700 | 1 | |a Cavalla, Nick |e Sonstige |4 oth | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-006597153 | ||
Datensatz im Suchindex
| _version_ | 1804124325908840448 |
|---|---|
| adam_text | Contents
Contributors viii
Preface xii
Nick Ca valla
1 Overview 1
Nick Cavalla
Regulatory and credit arbitrage and accounting treatment 2
Parallel growth in securities markets 4
Investor driven debt issues 5
Deregulation 5
Quantitative investment 6
Tax efficiency 7
New products and financial engineering 7
Option based structures 9
Risk management 10
Credit risk 10
Regulation and capital adequacy 12
Market trends 14
2 Structured Equities 17
Mark A. Zurack
Introduction 17
Benefits of structured equities 18
Credit and liquidity considerations 20
The products 20
Strategies 26
3 Interest Rate Products 33
Andrew Norman
Introduction 33
Types of product and market 33
Risk and capital adequacy regulation 36
Pricing characteristics of interest rate derivatives 39
Applications of interest rate derivatives 43
Some examples 46
Bibliography 49
v
Contents
4 Foreign Exchange Products 51
Christopher C. Taylor
Introduction 51
The development of derivatives 53
Phase one: strategy driven instruments 53
Phase two: new forms of option derivatives 58
Future developments 69
Conclusion 70
5 Commodity Derivatives 71
Louise Rowsell
Introduction 71
The nature of commodity price risk 76
Risk management 85
The structure and pricing of commodity derivatives 90
6 The Forward Market in Electricity 101
Josh Danziger
Introduction 101
The UK electricity industry 102
The pool 105
Pool price derivatives 109
Hedging and trading 116
Pricing 118
Spreads 121
Summary 122
7 The Relationship with Exchange Traded Derivatives 124
Victoria Ward
Introduction 124
Defining characteristics of exchange traded and
OTC derivatives 125
Implications of differences in product design 133
Trading environments and comparative liquidity 137
Administration and cost 139
Regulation, competitive attitudes and credit risk 140
Future developments 145
Bibliography 146
8 Investment Management Applications 147
Karen Mason
Introduction 147
A brief history of quantitative fund management 148
Contents
The changing shape of index funds 149
Further developments in quantitative fund management 150
The interest in OTC derivatives 151
Some applications of OTC based products 153
Stumbling blocks for the fund manager 168
Conclusion 169
9 Corporate Applications 170
Mike Shilling
Introduction 170
Identification of exposures 171
Currency exposures 171
Interest rate management 183
Management and controls 190
Monitoring and performance measurement 191
Conclusion 192
10 Risk Management 193
Chris Currington
Introduction 193
Risks 194
Risk control framework 201
11 Accounting and Regulation 208
Robert Rountree
Introduction and scope 208
Current accounting standards and developments 210
Accounting policy 218
Regulatory environment 230
Conclusion 240
Bibliography 240
12 UK Tax Treatment 242
Leon Cane
Introduction 242
Aspects of the UK tax system which bear on derivative
instruments 242
Treatment of specific instruments 250
Proposed reform 255
Appendix 258
ISDA Master Agreement 258
ISDA Schedule to the Master Agreement 284
Index 291
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| id | DE-604.BV009955049 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:43:53Z |
| institution | BVB |
| isbn | 0333583086 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006597153 |
| oclc_num | 27387139 |
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| owner_facet | DE-19 DE-BY-UBM |
| physical | XIII, 294 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Macmillan |
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| spelling | OTC markets in derivative instruments [Ed.:] Nick Cavalla 1. publ. Basingstoke, Hants Macmillan 1993 XIII, 294 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Securities markets Termijnhandel gtt Capital market Finance Securities Cavalla, Nick Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006597153&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | OTC markets in derivative instruments Securities markets Termijnhandel gtt Capital market Finance Securities |
| title | OTC markets in derivative instruments |
| title_auth | OTC markets in derivative instruments |
| title_exact_search | OTC markets in derivative instruments |
| title_full | OTC markets in derivative instruments [Ed.:] Nick Cavalla |
| title_fullStr | OTC markets in derivative instruments [Ed.:] Nick Cavalla |
| title_full_unstemmed | OTC markets in derivative instruments [Ed.:] Nick Cavalla |
| title_short | OTC markets in derivative instruments |
| title_sort | otc markets in derivative instruments |
| topic | Securities markets Termijnhandel gtt Capital market Finance Securities |
| topic_facet | Securities markets Termijnhandel Capital market Finance Securities |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006597153&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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