The handbook of derivatives & synthetics: innovations, technologies and strategies in the global markets
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chicago, Ill. u.a.
Probus
1994
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXXI, 948 S. graph. Darst. |
| ISBN: | 1557385548 |
Internformat
MARC
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| 245 | 1 | 0 | |a The handbook of derivatives & synthetics |b innovations, technologies and strategies in the global markets |c Robert A. Klein ..., eds. |
| 264 | 1 | |a Chicago, Ill. u.a. |b Probus |c 1994 | |
| 300 | |a XXXI, 948 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 650 | 4 | |a Derivative securities |v Handbooks, manuals, etc | |
| 650 | 4 | |a Financial futures |v Handbooks, manuals, etc | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-006606342 | ||
Datensatz im Suchindex
| _version_ | 1804124341010432000 |
|---|---|
| adam_text | Table of Contents
Preface xi
Contributing Authors xiii
INTRODUCTION The Development and Evolution of
Derivative Products 1
Joseph S. Rizzello
PART ONE INNOVATIONS IN THE SYNTHETIC AND
DERIVATIVE MARKETS 21
CHAPTER 1 Index Options: Fundamental Concepts and
Strategies 23
J. Marc Allaire
CHAPTER 2 FLEX Options: A New Generation of Derivatives 43
William Barclay
CHAPTER 3 Exotic Options in Action 55
Kosrow Dehnad
CHAPTER 4 A Survey of Spread Options for
Fixed Income Investors 71
Scott McDermott
CHAPTER 5 Swaps and the Derivative Markets 113
Eileen Baecher
CHAPTER 6 Municipal Derivative Securities 145
Gary Gray and Patrick Cusatis
v
vi Table of Contents
CHAPTER 7 Fixed Income Hybrid and Synthetic Securities 179
Christopher J. Williams, Melinda M. Twomey
Hasan Latif, Bruce M. Usher, MingJiao Hsia,
andDiAnne Calabrisotto
CHAPTER 8 Opportunities for Hedging and Trading
with Catastrophe Insurance Futures
and Options 195
Joseph B. Cole and Richard L. Sandor
CHAPTER 9 The Derivative Products Company 211
Lisa M. Raiti
PART TWO APPLICATIONS:
INVESTMENT AND TRADING 219
CHAPTER 10 Derivatives in Pension Plan Management 221
Thomas A. Szczesny
CHAPTER 11 Industry Trends and Evolution in
Managed Futures 227
Lois B. Peltz
CHAPTER 12 Using Managed Futures as a Profit Center
within a Conventional Portfolio 247
Jeff Reckseit
CHAPTER 13 A Technician s Approach to Option Trading 263
Jay J. Shartsis
CHAPTER 14 Market Neutral Investing A Primer 275
JeffLandle
CHAPTER 15 Through the Looking Glass: Cash,
the Other Side of Derivatives 293
Jacob Navon
CHAPTER 16 Performance Measurement for Derivatives 313
Tanya Styblo Beder
PART THREE RISK ANALYSIS AND MANAGEMENT 321
CHAPTER 17 A Credit Grade Risk Migration Utility CCGRMU) 323
Robert M. Mark
CHAPTER 18 What Makes a Good OTC Counterparty? 331
Leslie Lynn Rahl
Table of Contents vii
CHAPTER 19 Exotic Options 343
Wendy L. Seward and Ron S. Dembo
CHAPTER 20 Option s Risk Measurement Units 371
Robert M. M.ark
CHAPTER 21 Derivatives in Currency Management:
Theory and Practice 383
Charles J. Freifeld
CHAPTER 22 Hedging in Markets That Gap 423
Ron S. Dembo
CHAPTER 23 How Enhanced DPCs Are Rated AAA 443
Lisa M. Raiti
PART FOUR THE GLOBAL MARKET FOR SYNTHETIC
AND DERIVATIVE PRODUCTS 457
CHAPTER 24 Derivatives and Global Tactical Asset Allocation 459
Richard A. Crowell
CHAPTER 25 Global Synthetic Index Funds 471
Anne B. Eisenberg and Brian R. Bruce
CHAPTER 26 Derivatives on Emerging Market
Sovereign Debt Instruments 477
Varun Gosain
CHAPTER 27 Managed Futures and Emerging Markets 491
Michael Keppler
CHAPTER 28 Derivatives in the Spanish Market 507
Juan Antonio Ketterer
CHAPTER 29 DTB: The German Futures
and Options Exchange 525
Jorg Franks
CHAPTER 30 The MATIF: The French Derivatives Market 529
Gerard Pfauwadel
CHAPTER 31 Next Generation Trading System (NGTS)
at the Oslo Stock Exchange 575
Jan Aaseth and Roger Kristiansen
CHAPTER 32 A Pan European Stock Index Futures Contract:
The Eurotop 100 Prospects and Outlook 589
R. McFall Lamm, Jr
viii Table of Contents
CHAPTER 33 The Development of Derivatives
Markets in the Asia Pacific Region 603
Andrew Parry
CHA PTER 34 The Development of a Financial Futures
and Options Market in Tokyo 611
Planning and Coordination Section
The Tokyo International Financial Futures Exchange
CHA PTER 35 Exchange Alliances and Linkages 617
David Courtney
PART FIVE TECHNOLOGY FOR SYNTHETIC AND
DERIVATIVE PRODUCTS 625
CHA PTER 36 The Building Blocks of Derivatives Technology 627
Peter Harris
CHAPTER 37 Operational Challenges of Derivative Products 641
Steven A. Babus
CHAPTER 38 Systems to Support Derivative Products 659
Colin Southall
PART SIX LEGAL AND REGULATORY ISSUES 671
CHAPTER 39 Regulation of Exchange Traded Options 679
Brandon Becker and Jeffrey P. Burns
CHAPTER 40 Regulatory Issues Presented by the
Growth of OTC Derivatives:
Why Off Exchange Is No Longer Off Limits 699
Sheila C. Bair
CHAPTER 41 Legal Issues Associated with Derivative
Municipal Securities Created in the
Secondary Market 715
George G. Wolf, Gary A. Herrmann and
Adam W. Glass
PART SEVEN TAX AND ACCOUNTING ISSUES 757
CHAPTER 42 U.S. Tax Considerations for Institutional
Investors Acquiring Derivative Products:
A Methodology for Evaluating Tax Risks 759
Steven D. Conlon and Vincent M. Aquilino
£
Table of Contents ix
CHAPTER 43 Accounting and Financial Reporting for
Derivatives and Synthetics 821
Robert H. Hen
Appendix 877
Glossary 911
Index 915
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| spelling | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets Robert A. Klein ..., eds. Chicago, Ill. u.a. Probus 1994 XXXI, 948 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Derivative securities Handbooks, manuals, etc Financial futures Handbooks, manuals, etc Options (Finance) Handbooks, manuals, etc Optionshandel (DE-588)4126185-9 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Optionshandel (DE-588)4126185-9 s Financial Futures (DE-588)4128564-5 s DE-604 Klein, Robert A. Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006606342&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets Derivative securities Handbooks, manuals, etc Financial futures Handbooks, manuals, etc Options (Finance) Handbooks, manuals, etc Optionshandel (DE-588)4126185-9 gnd Financial Futures (DE-588)4128564-5 gnd |
| subject_GND | (DE-588)4126185-9 (DE-588)4128564-5 (DE-588)4143413-4 |
| title | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets |
| title_auth | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets |
| title_exact_search | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets |
| title_full | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets Robert A. Klein ..., eds. |
| title_fullStr | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets Robert A. Klein ..., eds. |
| title_full_unstemmed | The handbook of derivatives & synthetics innovations, technologies and strategies in the global markets Robert A. Klein ..., eds. |
| title_short | The handbook of derivatives & synthetics |
| title_sort | the handbook of derivatives synthetics innovations technologies and strategies in the global markets |
| title_sub | innovations, technologies and strategies in the global markets |
| topic | Derivative securities Handbooks, manuals, etc Financial futures Handbooks, manuals, etc Options (Finance) Handbooks, manuals, etc Optionshandel (DE-588)4126185-9 gnd Financial Futures (DE-588)4128564-5 gnd |
| topic_facet | Derivative securities Handbooks, manuals, etc Financial futures Handbooks, manuals, etc Options (Finance) Handbooks, manuals, etc Optionshandel Financial Futures Aufsatzsammlung |
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