This work discusses derivatives, covering all four major categories. It contains information on institutional procedure and market practice, explaining complicated subjects using numerical examples.
Derivatives Summary
Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps and Mortgage Securities by Fred D. Arditti
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Table of Contents
Part 1 Options: stock option basics; the institutional environment for stock options; stock option pricing; risk management of an option portfolio; option products; exotic option - option innovations to meet special needs; interest rate options; option references and suggested readings. Part 2 Financial futures: contract characteristics and the institutional environment; pricing futures, forwards and options on futures - general considerations; treasury bill futures; Eurodollars; US treasury bond and notes futures; the Standard and Poor's 500 stock price index futures contract; futures references and suggested readings. Part 3 Interest rate swaps/basics: swap pricing and hedging; non-generic swaps; options on swaps; interest rate swap references and suggested readings. Part 4 Mortgage derivatives: the underlying instruments and market characteristics; valuation and hedging of MPTs; CMOs, STRIPs and other mortgage derivative instruments; mortgage derivative references and suggested readings.
Additional information
GOR002339409
9780875845609
0875845606
Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps and Mortgage Securities by Fred D. Arditti
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