Derivatives Workbook
Реклама. ООО «ЛитРес», ИНН: 7719571260.
Оглавление
Wendy L. Pirie. Derivatives Workbook
PART I. LEARNING OBJECTIVES, SUMMARY OVERVIEW, AND PROBLEMS
CHAPTER 1. DERIVATIVE MARKETS AND INSTRUMENTS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 2. BASICS OF DERIVATIVE PRICING AND VALUATION
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 3. PRICING AND VALUATION OF FORWARD COMMITMENTS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 4. VALUATION OF CONTINGENT CLAIMS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 5. DERIVATIVES STRATEGIES
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 6. RISK MANAGEMENT
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 7. RISK MANAGEMENT APPLICATIONS OF FORWARD AND FUTURES STRATEGIES
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 8. RISK MANAGEMENT APPLICATIONS OF OPTION STRATEGIES
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 9. RISK MANAGEMENT APPLICATIONS OF SWAP STRATEGIES
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
PART II. SOLUTIONS
CHAPTER 1. DERIVATIVE MARKETS AND INSTRUMENTS
SOLUTIONS
CHAPTER 2. BASICS OF DERIVATIVE PRICING AND VALUATION
SOLUTIONS
CHAPTER 3. PRICING AND VALUATION OF FORWARD COMMITMENTS
SOLUTIONS
CHAPTER 4. VALUATION OF CONTINGENT CLAIMS
SOLUTIONS
CHAPTER 5. DERIVATIVES STRATEGIES
SOLUTIONS
CHAPTER 6. Risk Management
SOLUTIONS
CHAPTER 7. RISK MANAGEMENT APPLICATIONS OF FORWARD AND FUTURES STRATEGIES
SOLUTIONS
CHAPTER 8. RISK MANAGEMENT APPLICATIONS OF OPTION STRATEGIES
SOLUTIONS
CHAPTER 9. RISK MANAGEMENT APPLICATIONS OF SWAP STRATEGIES
SOLUTIONS
Отрывок из книги
Wendy L. Pirie, CFA
● define a derivative and distinguish between exchange-traded and over-the-counter derivatives;
.....
C. Credit default swaps
5. In contrast to contingent claims, forward commitments provide the:
.....