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Author : Satyajit Das
Publisher :
ISBN 13 : 9781873446812
Total Pages : 698 pages
Book Rating : 4.4/5 (468 download)
Download or read book Swaps and financial derivatives written by Satyajit Das and published by . This book was released on 1994 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Satyajit Das
Publisher : McGraw-Hill Companies
ISBN 13 :
Total Pages : 1552 pages
Book Rating : 4.F/5 ( download)
Download or read book Swap & Derivative Financing written by Satyajit Das and published by McGraw-Hill Companies. This book was released on 1994 with total page 1552 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addresses recent developments in the market and analyzes new swap structures. Explains the banking innovations, techniques and players that spawned this financial revolution. Specific topics include: The structure and operation of all major swap markets in North America, Europe and Asia; The economics and pricing of a wide variety of swap structures; Techniques for hedging swaps and managing a swap inventory; Using swaps to access low-cost funding and to manage asset/liability positions; Accounting, taxation, legal and documentary issues.
Author : Richard R. Flavell
Publisher : John Wiley & Sons
ISBN 13 : 047072191X
Total Pages : 393 pages
Book Rating : 4.4/5 (77 download)
Download or read book Swaps and Other Derivatives written by Richard R. Flavell and published by John Wiley & Sons. This book was released on 2010-01-19 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners." —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.
Author : Satyajit Das
Publisher : Wiley
ISBN 13 : 9780470821763
Total Pages : 0 pages
Book Rating : 4.8/5 (217 download)
Download or read book The Swaps and Financial Derivatives Library written by Satyajit Das and published by Wiley. This book was released on 2006-04-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Das Swaps & Financial Derivatives Library – Third Edition, Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps & Derivative Financing – Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition. The Das Swaps & Financial Derivatives Library – Third Edition, Revised is a four-volume set that incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text. The four volumes in this set are: Derivative Products & Pricing Risk Management Structured Products Volume 1: Exotic Options, Interest Rates & Currency Structured Products Volume 2: Equity, Commodity, Credit & New Markets
Author : Satyajit Das
Publisher : John Wiley & Sons
ISBN 13 : 0470821647
Total Pages : 873 pages
Book Rating : 4.4/5 (78 download)
Download or read book Derivative Products and Pricing written by Satyajit Das and published by John Wiley & Sons. This book was released on 2005-10-06 with total page 873 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Author : Satyajit Das
Publisher :
ISBN 13 :
Total Pages : 1494 pages
Book Rating : 4.E/5 ( download)
Download or read book Swaps/financial Derivatives written by Satyajit Das and published by . This book was released on 2004 with total page 1494 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Satyajit Das
Publisher : Wiley
ISBN 13 : 9780470821091
Total Pages : 4700 pages
Book Rating : 4.8/5 (21 download)
Download or read book Swaps and Financial Derivatives written by Satyajit Das and published by Wiley. This book was released on 2004-01-29 with total page 4700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Swaps/ Financial Derivatives - Third Edition is a unique, authoritative and comprehensive reference work for practitioners on derivatives. It brings together all aspects of derivative instruments within a cohesive and integrated framework covering: Derivative instruments including exchange-traded markets and over-the-counter markets Pricing, valuation and trading/hedging of derivatives. Management of market, credit and other risk associated with derivatives trading. Documentation, accounting, taxation and regulatory aspects of derivatives. Applications of derivatives. Derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity (energy, metals and agricultural), credit and new derivative markets (insurance, weather, inflation/ macro-economic indicators, property and emissions) Key Features of Swaps/ Financial Derivatives include: Unparalleled up-to-date coverage of derivative markets in all asset classes. Written by experienced practitioner. Practical approach using actual transactions that are analysed to illustrate the structure, application, pricing, hedging and risk management of individual instruments. Four volumes; 4,500 pages; Hundreds of Exhibits and diagrams Detailed Index and extensive references
Author : Patrick Boyle
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 1547401214
Total Pages : 298 pages
Book Rating : 4.5/5 (474 download)
Download or read book Trading and Pricing Financial Derivatives written by Patrick Boyle and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-12-17 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
Author : Obiyathulla Ismath Bacha
Publisher : World Scientific
ISBN 13 : 9811261490
Total Pages : 558 pages
Book Rating : 4.8/5 (112 download)
Download or read book Financial Derivatives: Markets And Applications (Fifth Edition) written by Obiyathulla Ismath Bacha and published by World Scientific. This book was released on 2022-12-14 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy-to-read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables easier understanding. Financial derivative contracts from Malaysia and select contracts from Thailand, Singapore, and Hong Kong derivative markets are covered. For each derivative contract, their three common applications hedging, arbitrage, and speculating are shown with fully worked out examples. Extensive use of illustrations, graphics, and vignettes provide for easy comprehension of the underlying logic of derivatives.
Author : Howard Corb
Publisher : Columbia University Press
ISBN 13 : 0231530366
Total Pages : 623 pages
Book Rating : 4.2/5 (315 download)
Download or read book Interest Rate Swaps and Other Derivatives written by Howard Corb and published by Columbia University Press. This book was released on 2012-08-28 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.
Author : Satyajit Das
Publisher : Wiley
ISBN 13 :
Total Pages : 1462 pages
Book Rating : 4.E/5 ( download)
Download or read book Structured Products Volume 2 written by Satyajit Das and published by Wiley. This book was released on 2005-10-24 with total page 1462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets. EQUITY LINKED STRUCTURES 1 Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps 2 Convertible Securities 3 Structured Convertible Securities 4 Equity Linked Notes 5 Equity Derivatives - Investor Applications 6 Equity Capital Management - Corporate Finance Applications of Equity Derivatives COMMODITY LINKED STRUCTURES 7 Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Commodity Linked Notes 8 Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets 9 Commodity Derivatives - Metal Markets 10 Commodity Derivatives - Agricultural and Other Markets CREDIT DERVIATIVES 11 Credit Derivative Products 12 Credit Linked Notes/Collateralised Debt Obligations 13 Credit Derivatives/Default Risk - Pricing and Modelling 14 Credit Derivatives - Applications/Markets NEW MARKETS 15 Inflation Indexed Notes and Derivatives 16 Alternative Risk Transfer/Insurance Derivatives 17 Weather Derivatives 18 New Markets - Property; Bandwidth; Macro-Economic and Environmental Derivatives 19 Tax and Structured Derivatives Transactions EVOLUTION OF DERIVATIVES MARKETS 20 Electronic Markets and Derivatives Trading 21 Financial Derivatives - Evolution and Prospects
Author : Satyajit Das
Publisher : Wiley
ISBN 13 : 9780471840312
Total Pages : 964 pages
Book Rating : 4.8/5 (43 download)
Download or read book Credit Derivatives and Credit Linked Notes written by Satyajit Das and published by Wiley. This book was released on 2000-11-16 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt: An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial. Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.
Author : Richard R. Flavell
Publisher : Wiley
ISBN 13 : 9780471495895
Total Pages : 464 pages
Book Rating : 4.4/5 (958 download)
Download or read book Swaps and Other Derivatives written by Richard R. Flavell and published by Wiley. This book was released on 2002-07-09 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.
Author : Satyajit Das
Publisher :
ISBN 13 :
Total Pages : 908 pages
Book Rating : 4.:/5 (314 download)
Download or read book Swaps/Financial Derivatives written by Satyajit Das and published by . This book was released on 2004 with total page 908 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Amir Sadr
Publisher : John Wiley & Sons
ISBN 13 : 0470443944
Total Pages : 276 pages
Book Rating : 4.4/5 (74 download)
Download or read book Interest Rate Swaps and Their Derivatives written by Amir Sadr and published by John Wiley & Sons. This book was released on 2009-09-09 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.
Author : Rob Quail
Publisher : John Wiley & Sons
ISBN 13 : 0471467669
Total Pages : 337 pages
Book Rating : 4.4/5 (714 download)
Download or read book Financial Derivatives written by Rob Quail and published by John Wiley & Sons. This book was released on 2003-03-20 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.
Author : Robert Kolb
Publisher : Wiley-Blackwell
ISBN 13 : 9781405150491
Total Pages : 840 pages
Book Rating : 4.1/5 (54 download)
Download or read book Futures, Options, and Swaps written by Robert Kolb and published by Wiley-Blackwell. This book was released on 2007-02-27 with total page 840 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new and updated edition of the most readable, comprehensive text available on derivatives markets. Utilizes an even more applied approach than previous editions Provides an excellent balance between introductory and advanced topics Extensively updated to incorporate and explicate development in the field including the areas of electronic trading platforms, globalization of markets, hedge funds, financial scandals involving derivatives, and government regulation Revised to include over 50 text boxes with applied vignettes on topical issues, product profiles, and historical anecdotes
