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Book Cover
Author Das, Satyajit.

Title Swaps/financial derivatives : products, pricing, applications and risk management / by Satyajit Das
Edition Third edition
Published Singapore : John Wiley & Sons (Asia), 2004


Location Call no. Vol. Availability
 MELB  332 Das/Sfd 2004  1  AVAILABLE
 MELB  332 Das/Sfd 2004  2  AVAILABLE
 MELB  332 Das/Sfd 2004  3  AVAILABLE
 MELB  332 Das/Sfd 2004  4  AVAILABLE
Description 4 volumes : illustrations ; 24 cm + 2 computer optical discs (4 3/4 in.)
4 3/4 in
Contents Machine derived contents note: Contents overview: -- Swaps/Financial Derivatives is designed to bring together all aspects of derivative instruments within a cohesive and integrated framework in 4 volumes. The text covers all aspects of derivatives including: -- ʺ Design of derivative instruments. -- ʺ Pricing, valuation and trading/hedging of derivatives. -- ʺ Management of market, credit and other risk associated with derivatives trading. -- ʺ Documentation, accounting, taxation and regulatory aspects of derivatives. -- ʺ Applications of derivatives. -- ʺ Different types of derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity, credit and new derivative markets. -- ʺ Impact of electronic trading markets on derivative markets. -- ʺ Evolution and prospects of derivative markets. -- Key areas of new/enhanced coverage will include: -- ʺ Increased coverage of equity linked notes reflecting the increase in diversity of structures available -- ʺ More detailed coverage of convertible pricing -- ʺ Increased coverage of credit linked notes reflecting the growth in the markets for these structures -- ʺ New coverage of inflation linked securities and CAT insurance linked bonds
Summary The emphasis is on actual transactions that are stripped down to analyse and illustrate the dynamics of individual structures and to understand the types of products available. The text is structured either to be read through from start to finish, or to be used as a reference source. Australian author
Analysis Investment (Australia)
Notes Previous ed.: Swaps & financial derivatives, 1994
aAccompanying CD-ROM (by RiskMetrics Group) contains three of RiskMetrics Group's most popular document: Return to RiskMetrics, CreditGrades: technical document and CreditMetrics: technical document. These publications fully describe the risk measurement methodologies that have now become the standards of the industry. This disc also includes literature describing RiskMetrics Group and its products
Bibliography Includes bibliographical references and index
Notes System requirements for accompanying CD-ROMs: Adobe Acrobat Reader
Subject Interest rate futures.
Options (Finance)
Foreign exchange futures.
Risk management -- Mathematical models.
Swaps (Finance)
Derivative securities.
Risk management.
Investment analysis -- Mathematical models.
Swaps (Finance) -- Taxation.
Swaps (Finance) -- Accounting.
Author RiskMetrics Group.
LC no. 2004267075
ISBN 0470821094
Other Titles Swaps financial derivatives
Return to RiskMetrics
CreditGrades: technical document
CreditMetrics: technical document