Holdings: Introduction to derivative financial instruments

Introduction to derivative financial instruments: options, futures, forwards, swaps, and hedging

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Bibliographic Details
Main Author:	Chorafas, Dimitris N. 1926-2014 (Author)
Format:	Book
Language:	English
Published:	New York [u.a.] McGraw-Hill 2008
Subjects:	Derivative securities Options (Finance) Portfolio management Risk management Patentschrift
Online Access:	Contributor biographical information Publisher description Inhaltsverzeichnis Inhaltsverzeichnis
Physical Description:	XV, 361 S. graph. Darst.
ISBN:	9780071546638 0071546634

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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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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
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