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| DERIVATIVE INSTRUMENTS
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A Guide to Theory and Practice
To order this title, and for more information, click here
By
Brian Eales, Principal Lecturer, Department of Economics, Finance and Business at London Metropolitan University
Moorad Choudhry, Head of Treasury, KBC Financial Products (UK) Limited
Included in series
Quantitative Finance,
Description
The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product
descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying
CD-ROM.
This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals
involved to any extent in the application and analysis of OTC derivatives.
Audience
Traders; Structured Derivatives Salespersons; Risk Managers; Corporate Treasurers; Auditors; Investment Fund Managers.
Contents
Introduction to derivatives; Overview of bond instruments; Forewards and futures valuation; FRA's and interest rate futures; Bond futures;
Swaps; Credit derivatives and CDOs; Equity futures; Equity swaps; Equity and equity index options; Option pricing; Equity linked structured
products
| Bibliographic details |
272 pages, publication date: MAR-2003
ISBN-13: 978-0-7506-5419-7
ISBN-10: 0-7506-5419-8
Imprint: BUTTERWORTH HEINEMANN
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| Price and Ordering |
Price:
GBP 68
EUR 79.95
USD 107
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Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
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Last update: 7 Sep 2009
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