Introduction to derivative financial instruments: options, futures, forwards, swaps, and hedging
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
McGraw-Hill
2008
|
| Schlagworte: | |
| Online-Zugang: | Contributor biographical information Publisher description lizenzfrei Inhaltsverzeichnis |
| Beschreibung: | XV, 361 S. graph. Darst. |
| ISBN: | 9780071546638 0071546634 |
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Datensatz im Suchindex
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| adam_text | INTRODUCTION TO DERIVATIVE FINANCIAL INSTRUMENTS OPTIONS, FUTURES,
FORWARDS, SWAPS, AND HEDGING DIMITRIS N. CHORAFAS ME GRAW HILL NEW YORK
CHICAGO SAN FRANCISCO LISBON LONDON MADRID MEXICO CITY MILAN NEW DELHI
SAN JUAN SEOUL SINGAPORE SYDNEY TORONTO CONTENTS PREFACE XI PART ONE
INNOVATION IN FINANCE THROUGH DERIVATIVE INSTRUMENTS CHAPTER 1 FINANCIAL
INNOVATION 3 SERVICE SCIENCE 3 MOTIVATION FOR FINANCIAL INNOVATION 5 THE
TECHNOLOGY SIDE OF SERVICE SCIENCE 8 ENTREPRENEURSHIP 12 PAPER SHIPS: A
CASE STUDY 16 FORWARD FREIGHT AGREEMENTS AND THE MACROMARKETS 19 RISK
MANAGEMENT 22 CHAPTER 2 DERIVATIVES 29 DERIVATIVES DEFINITION BY THE
FASB 29 DERIVATIVES DEFINITION BY THE IASB 33 NOTIONAL PRINCIPAL AMOUNT
AND UNDERLYING 35 OPTIONS, FUTURES, FORWARDS, ARID SWAPS IN A NUTSHELL
39 EXOTIC DERIVATIVES 43 SYNTHETIC FINANCIAL INSTRUMENTS 45 STRUCTURED
FINANCIAL INSTRUMENTS 49 CONTENTS CHAPTER 3 STRATEGIC USE OF DERIVATIVES
53 CAPITALIZING ON CREATIVITY 53 THE CUSTOMIZATION OF FINANCIAL PRODUCTS
56 OVER-THE-COUNTER DERIVATIVES TRANSACTIONS 59 RISK APPETITE AND RISK
AVERSION 63 LEARNING A LESSON FROM GEORGE SOROS 67 LEARNING A LESSON
FROM HENRY KAUFMAN 69 HIGH TECHNOLOGY FOR PROCESSES AND PRODUCTS 72
CHAPTER 4 HEDGING 75 THE SEARCH FOR EFFECTIVE HEDGES 75 HEDGING
PRACTICES 78 TYPES OF HEDGING INSTRUMENTS 82 RIGHT AND WRONG HEDGES 84
MANAGEMENT INTENT 88 HEDGE ACCOUNTING 91 PART TWO BEWARE OF ASSUMED
EXPOSURE AND ILLIQUIDITY CHAPTER 5 LIQUIDITY, SOLVENCY, AND DERIVATIVES
EXPOSURE 97 LIQUIDITY AND SOLVENCY 97 A QUADRILLION IN DERIVATIVES
EXPOSURE 100 UNEXPECTED CONSEQUENCES 104 THE CRITICALITY OF MARKET
POSITIONS 108 FREE FALL OF THE BOND MARKET IN 1994: A CASE STUDY 111
BUBBLES AND PONZI GAMES 113 IMPACT OF MEGAMERGERS ON EXPOSURE 116
CHAPTER 6 THE DAUNTING TASK OF CAPITAL ADEQUACY 121 CAPITAL ADEQUACY
DYNAMICS 121 CONTENTS MANAGEMENT ACCOUNTING FOR RECOGNIZED BUT NOT
REALIZED GAINS AND LOSSES 124 CAPITAL AT RISK AND LEVEL OF CONFIDENCE
128 QUANTITATIVE IMPACT STUDIES, AND SECOND THOUGHTS ABOUT CAPITAL
ADEQUACY 133 BASEL II S UNEXPECTED HEADWINDS 136 THE EFFECT OF
LEVERAGING ON CAPITAL ADEQUACY 141 THE ORIGIN OF LEGISLATION FOR
MARKING-TO-MARKET 144 PART THREE OPTIONS CHAPTER 7 THE USE OF OPTIONS
149 THE STRATEGIC USE OF OPTIONS 149 INTRINSIC VALUE AND TIME VALUE 152
STYLES OF OPTIONS: AMERICAN, EUROPEAN, ASIAN, AND OTHERS 155 COMPLEX
OPTIONS 158 STRADDLES, STRANGLES, AND BUTTERFLIES 162 INTEREST RATE,
YIELD-BASED, AND FOREIGN CURRENCY OPTIONS 165 OPTION SPREADING; LONG
CALLS, SHORT CALLS 169 OPTION HEDGES 172 RISKS ASSOCIATED WITH OPTIONS
175 CHAPTER 8 THE PRICING OF OPTIONS 179 PRICING DERIVATIVES: A GENERAL
PERSPECTIVE 179 OBJECT OF PREDICTION AND EFFECT OF VOLATILITY 182
OPTIONS PREMIUMS AND OPTIONS PRICING 186 BINOMIAL AND LOGNORMAL MODELS
189 THE BLACK-SCHOLES MODEL 194 ADVANTAGES AND SHORTCOMINGS OF THE
BLACK-SCHOLES MODEL 197 TESTING THE BLACK-SCHOLES MODEL 200 CHAPTER 9
OPTION TRADERS, BUYERS, AND WRITERS 203 TRADING DERIVATIVE INSTRUMENTS
203 CONTENTS OPTIONS TRADING 206 FLEXIBLY STRUCTURED OPTIONS 209 BUYERS
STRATEGIES 211 WRITING OPTIONS 214 TRADING IN SYNTHETIC OPTIONS 217
SPREADS TRADING 219 EXERCISE, SETTLEMENT, AND TECHNICAL SUPPORT 222 PART
FOUR RISK CONTROL FOR OPTIONS CHAPTER 10 THE GREEKS: DELTA, GAMMA,
THETA, KAPPA, RHO 227 THE CHALLENGE OF MEASURING RISK AND RETURN 227 THE
GREEKS IN A NUTSHELL 230 DELTA HEDGING 233 GAMMA HEDGING 237 THETA,
KAPPA, RHO 239 CHAPTER 11 CREDIT RISK AND MARKET RISK WITH OPTIONS 243
SELLING MARKET RISK AND BUYING CREDIT RISK 243 MARKET RISK CONTROL IN A
NUTSHELL 246 GM S PUT OPTIONS FOR FIAT AUTO: A CASE STUDY 250 CREDIT
RISK CONTROL IN A NUTSHELL 251 CREDIT IMPROVEMENT AND CREDIT
DETERIORATION 254 THE MISPRICING OF CREDIT RISK 257 CREDIT-RISK-FREE
DEBT OPTIONS 261 CREDIT SPREADS AND CREDIT OPTIONS 264 PART FIVE
FUTURES, FORWARDS, AND SWAPS CHAPTER 12 FUTURES AND FORWARDS 271
FUTURES, FORWARDS, AND THE INVESTOR 271 CONTENTS FUTURES AND MARGIN
REQUIREMENTS 274 FUTURES TRADING: A CASE STUDY WITH OIL 276 PRICE
DISCOVERY THROUGH FUTURES 279 FORWARD CONTRACTS 282 FORWARD POSITIONS:
AN EXAMPLE WITH FRAS 285 SYNTHETIC FUTURES 289 WARRANTS 290 CHAPTER 13
SWAPS 295 SWAPS DEFINED 295 PLAYERS, MILESTONES, AND FLAVORS OF STANDARD
SWAPS 298 INTEREST RATE SWAPS 301 SWAP SPREADS 303 SWAPTIONS 305 ASSET
SWAPS AND EQUITY SWAPS 308 TOTAL RETURN SWAPS 311 CREDIT DEFAULT SWAPS
313 DIFFERENTIAL SWAPS 316 RISKS ASSUMED WITH SWAPS 318 CHAPTER 14
INTEREST RATE RISK MANAGEMENT THROUGH DERIVATIVES 321 BEING AHEAD OF THE
INTEREST RATE CURVE 321 THE TERM STRUCTURE OF INTEREST RATES 325 THE
CONTRIBUTION OF INTEREST RATE DERIVATIVES 329 ACCOUNTING FOR INTEREST
RATE DERIVATIVES 332 INTERNAL INTEREST RATE SWAPS 334 THE SYNERGY
BETWEEN INTEREST RATES AND CURRENCY RATES 338 INTEREST RATE RISK AND ITS
MEASUREMENT 342 INTEREST RATE SPREADS ASSOCIATED WITH CREDIT RISK 345
INDEX 349
|
| adam_txt |
INTRODUCTION TO DERIVATIVE FINANCIAL INSTRUMENTS OPTIONS, FUTURES,
FORWARDS, SWAPS, AND HEDGING DIMITRIS N. CHORAFAS ME GRAW HILL NEW YORK
CHICAGO SAN FRANCISCO LISBON LONDON MADRID MEXICO CITY MILAN NEW DELHI
SAN JUAN SEOUL SINGAPORE SYDNEY TORONTO CONTENTS PREFACE XI PART ONE
INNOVATION IN FINANCE THROUGH DERIVATIVE INSTRUMENTS CHAPTER 1 FINANCIAL
INNOVATION 3 SERVICE SCIENCE 3 MOTIVATION FOR FINANCIAL INNOVATION 5 THE
TECHNOLOGY SIDE OF SERVICE SCIENCE 8 ENTREPRENEURSHIP 12 PAPER SHIPS: A
CASE STUDY 16 FORWARD FREIGHT AGREEMENTS AND THE MACROMARKETS 19 RISK
MANAGEMENT 22 CHAPTER 2 DERIVATIVES 29 DERIVATIVES DEFINITION BY THE
FASB 29 DERIVATIVES DEFINITION BY THE IASB 33 NOTIONAL PRINCIPAL AMOUNT
AND UNDERLYING 35 OPTIONS, FUTURES, FORWARDS, ARID SWAPS IN A NUTSHELL
39 EXOTIC DERIVATIVES 43 SYNTHETIC FINANCIAL INSTRUMENTS 45 STRUCTURED
FINANCIAL INSTRUMENTS 49 CONTENTS CHAPTER 3 STRATEGIC USE OF DERIVATIVES
53 CAPITALIZING ON CREATIVITY 53 THE CUSTOMIZATION OF FINANCIAL PRODUCTS
56 OVER-THE-COUNTER DERIVATIVES TRANSACTIONS 59 RISK APPETITE AND RISK
AVERSION 63 LEARNING A LESSON FROM GEORGE SOROS 67 LEARNING A LESSON
FROM HENRY KAUFMAN 69 HIGH TECHNOLOGY FOR PROCESSES AND PRODUCTS 72
CHAPTER 4 HEDGING 75 THE SEARCH FOR EFFECTIVE HEDGES 75 HEDGING
PRACTICES 78 TYPES OF HEDGING INSTRUMENTS 82 RIGHT AND WRONG HEDGES 84
MANAGEMENT INTENT 88 HEDGE ACCOUNTING 91 PART TWO BEWARE OF ASSUMED
EXPOSURE AND ILLIQUIDITY CHAPTER 5 LIQUIDITY, SOLVENCY, AND DERIVATIVES
EXPOSURE 97 LIQUIDITY AND SOLVENCY 97 A QUADRILLION IN DERIVATIVES
EXPOSURE 100 UNEXPECTED CONSEQUENCES 104 THE CRITICALITY OF MARKET
POSITIONS 108 FREE FALL OF THE BOND MARKET IN 1994: A CASE STUDY 111
BUBBLES AND PONZI GAMES 113 IMPACT OF MEGAMERGERS ON EXPOSURE 116
CHAPTER 6 THE DAUNTING TASK OF CAPITAL ADEQUACY 121 CAPITAL ADEQUACY
DYNAMICS 121 CONTENTS MANAGEMENT ACCOUNTING FOR RECOGNIZED BUT NOT
REALIZED GAINS AND LOSSES 124 CAPITAL AT RISK AND LEVEL OF CONFIDENCE
128 QUANTITATIVE IMPACT STUDIES, AND SECOND THOUGHTS ABOUT CAPITAL
ADEQUACY 133 BASEL II'S UNEXPECTED HEADWINDS 136 THE EFFECT OF
LEVERAGING ON CAPITAL ADEQUACY 141 THE ORIGIN OF LEGISLATION FOR
MARKING-TO-MARKET 144 PART THREE OPTIONS CHAPTER 7 THE USE OF OPTIONS
149 THE STRATEGIC USE OF OPTIONS 149 INTRINSIC VALUE AND TIME VALUE 152
STYLES OF OPTIONS: AMERICAN, EUROPEAN, ASIAN, AND OTHERS 155 COMPLEX
OPTIONS 158 STRADDLES, STRANGLES, AND BUTTERFLIES 162 INTEREST RATE,
YIELD-BASED, AND FOREIGN CURRENCY OPTIONS 165 OPTION SPREADING; LONG
CALLS, SHORT CALLS 169 OPTION HEDGES 172 RISKS ASSOCIATED WITH OPTIONS
175 CHAPTER 8 THE PRICING OF OPTIONS 179 PRICING DERIVATIVES: A GENERAL
PERSPECTIVE 179 OBJECT OF PREDICTION AND EFFECT OF VOLATILITY 182
OPTIONS PREMIUMS AND OPTIONS PRICING 186 BINOMIAL AND LOGNORMAL MODELS
189 THE BLACK-SCHOLES MODEL 194 ADVANTAGES AND SHORTCOMINGS OF THE
BLACK-SCHOLES MODEL 197 TESTING THE BLACK-SCHOLES MODEL 200 CHAPTER 9
OPTION TRADERS, BUYERS, AND WRITERS 203 TRADING DERIVATIVE INSTRUMENTS
203 CONTENTS OPTIONS TRADING 206 FLEXIBLY STRUCTURED OPTIONS 209 BUYERS'
STRATEGIES 211 WRITING OPTIONS 214 TRADING IN SYNTHETIC OPTIONS 217
SPREADS TRADING 219 EXERCISE, SETTLEMENT, AND TECHNICAL SUPPORT 222 PART
FOUR RISK CONTROL FOR OPTIONS CHAPTER 10 THE GREEKS: DELTA, GAMMA,
THETA, KAPPA, RHO 227 THE CHALLENGE OF MEASURING RISK AND RETURN 227 THE
GREEKS IN A NUTSHELL 230 DELTA HEDGING 233 GAMMA HEDGING 237 THETA,
KAPPA, RHO 239 CHAPTER 11 CREDIT RISK AND MARKET RISK WITH OPTIONS 243
SELLING MARKET RISK AND BUYING CREDIT RISK 243 MARKET RISK CONTROL IN A
NUTSHELL 246 GM'S PUT OPTIONS FOR FIAT AUTO: A CASE STUDY 250 CREDIT
RISK CONTROL IN A NUTSHELL 251 CREDIT IMPROVEMENT AND CREDIT
DETERIORATION 254 THE MISPRICING OF CREDIT RISK 257 CREDIT-RISK-FREE
DEBT OPTIONS 261 CREDIT SPREADS AND CREDIT OPTIONS 264 PART FIVE
FUTURES, FORWARDS, AND SWAPS CHAPTER 12 FUTURES AND FORWARDS 271
FUTURES, FORWARDS, AND THE INVESTOR 271 CONTENTS FUTURES AND MARGIN
REQUIREMENTS 274 FUTURES TRADING: A CASE STUDY WITH OIL 276 PRICE
DISCOVERY THROUGH FUTURES 279 FORWARD CONTRACTS 282 FORWARD POSITIONS:
AN EXAMPLE WITH FRAS 285 SYNTHETIC FUTURES 289 WARRANTS 290 CHAPTER 13
SWAPS 295 SWAPS DEFINED 295 PLAYERS, MILESTONES, AND FLAVORS OF STANDARD
SWAPS 298 INTEREST RATE SWAPS 301 SWAP SPREADS' 303 SWAPTIONS 305 ASSET
SWAPS AND EQUITY SWAPS 308 TOTAL RETURN SWAPS 311 CREDIT DEFAULT SWAPS
313 DIFFERENTIAL SWAPS 316 RISKS ASSUMED WITH SWAPS 318 CHAPTER 14
INTEREST RATE RISK MANAGEMENT THROUGH DERIVATIVES 321 BEING AHEAD OF THE
INTEREST RATE CURVE 321 THE TERM STRUCTURE OF INTEREST RATES 325 THE
CONTRIBUTION OF INTEREST RATE DERIVATIVES 329 ACCOUNTING FOR INTEREST
RATE DERIVATIVES 332 INTERNAL INTEREST RATE SWAPS 334 THE SYNERGY
BETWEEN INTEREST RATES AND CURRENCY RATES 338 INTEREST RATE RISK AND ITS
MEASUREMENT 342 INTEREST RATE SPREADS ASSOCIATED WITH CREDIT RISK 345
INDEX 349 |
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| index_date | 2024-07-02T20:46:27Z |
| indexdate | 2024-07-09T21:15:19Z |
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| language | English |
| lccn | 2008000297 |
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| spelling | Chorafas, Dimitris N. 1926-2014 Verfasser (DE-588)107941961 aut Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging Dimitris N. Chorafas New York [u.a.] McGraw-Hill 2008 XV, 361 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Derivative securities Options (Finance) Portfolio management Risk management (DE-588)4173536-5 Patentschrift gnd-content http://www.loc.gov/catdir/enhancements/fy0808/2008000297-b.html Contributor biographical information lizenzfrei http://www.loc.gov/catdir/enhancements/fy0808/2008000297-d.html Publisher description lizenzfrei http://www.loc.gov/catdir/enhancements/fy0808/2008000297-t.html lizenzfrei Inhaltsverzeichnis GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016484987&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chorafas, Dimitris N. 1926-2014 Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging Derivative securities Options (Finance) Portfolio management Risk management |
| subject_GND | (DE-588)4173536-5 |
| title | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging |
| title_auth | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging |
| title_exact_search | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging |
| title_exact_search_txtP | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging |
| title_full | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging Dimitris N. Chorafas |
| title_fullStr | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging Dimitris N. Chorafas |
| title_full_unstemmed | Introduction to derivative financial instruments options, futures, forwards, swaps, and hedging Dimitris N. Chorafas |
| title_short | Introduction to derivative financial instruments |
| title_sort | introduction to derivative financial instruments options futures forwards swaps and hedging |
| title_sub | options, futures, forwards, swaps, and hedging |
| topic | Derivative securities Options (Finance) Portfolio management Risk management |
| topic_facet | Derivative securities Options (Finance) Portfolio management Risk management Patentschrift |
| url | http://www.loc.gov/catdir/enhancements/fy0808/2008000297-b.html http://www.loc.gov/catdir/enhancements/fy0808/2008000297-d.html http://www.loc.gov/catdir/enhancements/fy0808/2008000297-t.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016484987&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT chorafasdimitrisn introductiontoderivativefinancialinstrumentsoptionsfuturesforwardsswapsandhedging |