Title Derivatives demystified : a step-by-step guide to forwards, futures, swaps and options / Andrew M. Chisholm

Published Hoboken, N.J. : John Wiley & Sons, 2004

Copies

Location	Call no.	Vol.	Availability
MELB	332.6457 Chi/Dda		AVAILABLE

Description xv, 233 pages : illustrations ; 25 cm Series Wiley finance series Wiley finance series. Contents 1. The market background -- 2. Equity and currency forwards -- 3. Forward rate agreements -- 4. Commodity and bond futures -- 5. Interest rate and equity futures -- 6. Interest rate swaps -- 7. Equity and credit default swaps -- 8. Fundamentals of options -- 9. Hedging with options -- 10. Exchange-traded equity options -- 11. Currency options -- 12. Interest rate options -- 13. Option valuation concepts -- 14. Option sensitivities : the 'Greeks' -- 15. Managing trading risks on options -- 16. Option trading strategies -- 17. Convertible and exchangeable bonds -- 18. Structured securities : examples Bibliography Includes bibliographical references and index Notes Description based on print version record Subject Derivative securities. LC no. 2004002791 ISBN 047009382X alkaline paper

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