Derivative Instruments

1st Edition

A Guide to Theory and Practice

Print ISBN: 9780750654197
eBook ISBN: 9780080503899
Imprint: Butterworth-Heinemann
Published Date: 24th March 2003
Page Count: 272
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Institutional Access


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 companion website.

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.

Key Features

  • Combines theory with valuation to provide overall coverage of the topic area
    Provides worked examples and spreadsheet models on the accompanying companion website to help readers understand derivative instruments and their uses
    Covers all the latest developments in derivatives


Traders; Structured Derivatives Salespersons; Risk Managers; Corporate Treasurers; Auditors; Investment Fund Managers.

Table of 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


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© Butterworth-Heinemann 2003
eBook ISBN:
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"The authors cover the subject with exceptional clarity and precision. This is a superlative work and one that will be of immense value to practioners and graduate students alike." Aaron Nematnejad Fixed Income Derivative Analytics, Bloomberg L.P. "A book that the market has been waiting for: the authors cut through the dry theory and present us with a highly readable and practical guide to derivatives. This book is a must for anyone working in the financial markets." Graham 'Harry' Cross Fixed Income Trading, Van Der Moolen UK Ltd.