Derivatives Markets And Analysis

Derivatives Markets and Analysis PDF
Author: R. Stafford Johnson
Publisher: John Wiley & Sons
ISBN: 1118240723
Size: 28.94 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 784
View: 4002

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Book Description: A practical, informative guide to derivatives in the realworld Derivatives is an exposition on investments, guiding youfrom the basic concepts, strategies, and fundamentals to a moredetailed understanding of the advanced strategies and models. Aspart of Bloomberg Financial's three part series on securities,Derivatives focuses on derivative securities and thefunctionality of the Bloomberg system with regards to derivatives.You'll develop a tighter grasp of the more subtle complexitiesinvolved in the evaluation, selection, and management ofderivatives, and gain the practical skillset necessary to applyyour knowledge to real-world investment situations using the toolsand techniques that dominate the industry. Instructions for usingthe widespread Bloomberg system are interwoven throughout, allowingyou to directly apply the techniques and processes discussed usingyour own data. You'll learn the many analytical functions used toevaluate derivatives, and how these functions are applied withinthe context of each investment topic covered. All Bloomberginformation appears in specified boxes embedded throughout thetext, making it easy for you to find it quickly when you need or,or easily skip it in favor of the theory-based text. Managing securities in today's dynamic and innovative investmentenvironment requires a strong understanding of how the increasingvariety of securities, markets, strategies, and methodologies areused. This book gives you a more thorough understanding, and apractical skillset that investment managers need. Understand derivatives strategies and models from basic toadvanced Apply Bloomberg information and analytical functions Learn how investment decisions are made in the real world Grasp the complexities of securities evaluation, selection, andmanagement The financial and academic developments of the past twenty yearshave highlighted the challenge in acquiring a comprehensiveunderstanding of investments and financial markets.Derivatives provides the detailed explanations you've beenseeking, and the hands-on training the real world demands.

Debt Markets And Analysis

Debt Markets and Analysis PDF
Author: R. Stafford Johnson
Publisher: John Wiley & Sons
ISBN: 1118235436
Size: 39.10 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 720
View: 7506

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Book Description: An accessible guide to the essential elements of debt markets and their analysis Debt Markets and Analysis provides professionals and finance students alike with an exposition on debt that will take them from the basic concepts, strategies, and fundamentals to a more detailed understanding of advanced approaches and models. Strong visual attributes include consistent elements that function as additional learning aids, such as: Key Points, Definitions, Step-by-Step, Do It Yourself, and Bloomberg functionality Offers a solid foundation in understanding the complexities and subtleties involved in the evaluation, selection, and management of debt Provides insights on taking the ideas covered and applying them to real-world investment decisions Engaging and informative, Debt Markets and Analysis provides practical guidance to excelling at this difficult endeavor.

European Fixed Income Markets

European Fixed Income Markets PDF
Author: Jonathan A. Batten
Publisher: John Wiley & Sons
ISBN: 0470092874
Size: 75.14 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 504
View: 7404

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Book Description: The introduction of the euro in 1999 cast a new focus on the financial markets of constituent euro-zone countries, which have subsequently emerged with the second largest bond market in the world. This new book offers in depth insights and advice for any practitioner in the European fixed-income and ancillary derivative markets, and includes in-depth analysis of euro and non-euro markets as well as emerging countries.

Equity Markets And Portfolio Analysis

Equity Markets and Portfolio Analysis PDF
Author: R. Stafford Johnson
Publisher: John Wiley & Sons
ISBN: 1118202686
Size: 33.50 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 720
View: 1524

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Book Description: Understand today's investment challenges and the role of the Bloomberg system In recent years, changes have swept through the investment industry like wildfire. Academia has followed along and provided new lenses for viewing this transformation, as well as new strategies for gaining a true understanding and knowledge of investment and financial markets. Now, Equity Markets and Portfolio Analysis has been created to further inform investment professionals and finance students on the basic concepts and strategies of investments, and to provide more detailed discussions on advanced strategies and models. The concepts covered in this book will help readers gain a better understanding of the markets and uses for an increasing number of securities, strategies, and methodologies. Equity Markets and Portfolio Analysis is the only core investment book that covers the functionality of Bloomberg terminals, increasingly critical tools both in the classroom and on the trading floor. As Bloomberg terminals now play a key role in the research, teaching, and managing of student investment funds, understanding the system's information and analytical functions has become more important than ever. In-depth coverage of fundamentals through more detailed concepts for students and professionals who want to better understand the evaluation, selection, and management of securities One-of-a-kind training and instructional course, introduction to Bloomberg investment subjects, and reference for CFA preparation Bloomberg material provided in an appendix accompanying each chapter, a useful option for professors Ideal for finance practitioners, investment bankers, and academics This unique resource will give readers both the foundational knowledge and the analytical tools necessary for investment success, both in the classroom and in the real world.

Derivatives

Derivatives PDF
Author: Robert E. Whaley
Publisher: John Wiley & Sons
ISBN: 0470086386
Size: 39.17 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 960
View: 7274

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Book Description: Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.

Derivatives And Risk Management

DERIVATIVES AND RISK MANAGEMENT PDF
Author: KHATRI, DHANESH KUMAR
Publisher: PHI Learning Pvt. Ltd.
ISBN: 8120352300
Size: 66.76 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 440
View: 6690

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Book Description: The book, in its Second Editioncontinues to present a detailed analysis of theoretical concepts and practical approach on derivatives—options, futures, forwards and swaps. It provides a deeper insight into the conceptual background as well as practical application of derivatives. Apart from discussing stock, index and commodity derivatives, it also discusses currency, energy, weather and credit derivatives that are of recent origin in the field of derivatives trading. Three new chapters on Different Types of Market Structures and Derivatives and Operational Aspects of Derivatives Chapter 2),Regulation of Derivatives in India (Chapter 6) and Linkage between Spot Market and Derivatives Market (Chapter 14) have been added in this edition. Whereas an Appendix—Derivatives from The Lenses of Mishaps gives insights on scams which took place in the past. Practical application of derivatives like trading practices, margin system, valuation of options and futures, linkage between spot market and derivatives market have been discussed using real-life stock and commodity prices. The book features application of derivatives in designing risk management, i.e., hedging strategies and profit maximisation strategies in a lively manner citing real-life data-based examples in a simulated environment. The text contains a good number of examples as well as chapter-end questions for practice on topics like valuation of options and futures, strategic application of derivatives in risk management and profit maximisation in different market swings—upswing, downswing and range-bound movement in the market. This is a comprehensive yet easy to understand text for the students of MBA/PGDBM/CA/CS/NCFM and other related postgraduate courses. SALIENT FEATURES Solved examples and unsolved questions—multiple choice, theoretical and numerical Glossary of key words to help students in understanding the terminologies Separate question bank on valuation and strategic application of derivatives Solutions manual available for instructors PowerPoint Slides available online at www.phindia.com/dhanesh-khatri-derivatives/ to provide integrated learning to the student

Fundamentals Of Derivatives Markets

Fundamentals of Derivatives Markets PDF
Author: Robert L. McDonald
Publisher: Addison Wesley Longman
ISBN: 9780321553799
Size: 72.32 MB
Format: PDF, ePub
Category : Derivative securities
Languages : en
Pages : 503
View: 6043

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Book Description: Fundamentals of Derivatives Markets is a succinct yet comprehensive adaptation of the authora s successful text, Derivatives Markets. Streamlined for a broad range of undergraduate students, the approachable writing style and accessible balance of theory and applications introduces essential derivatives principles. By exploring various methods for valuing derivatives and by discussing risk management strategies in real-world context, Fundamentals of Derivatives Markets develops studentsa financial literacy for todaya s corporate environment."

Quantitative Analysis Derivatives Modeling And Trading Strategies

Quantitative Analysis  Derivatives Modeling  and Trading Strategies PDF
Author: Yi Tang
Publisher: World Scientific
ISBN: 9812706658
Size: 55.47 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 523
View: 177

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Book Description: This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authorsOCO own research and practice. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, and foreign exchange markets. This book, which assumes that the reader is familiar with the basics of stochastic calculus and derivatives modeling, is written from the point of view of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader develop intuitions. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies, which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, credit extinguishers."

Commodity Derivatives

Commodity Derivatives PDF
Author: Neil C. Schofield
Publisher: John Wiley & Sons
ISBN: 9781119995081
Size: 78.45 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 336
View: 6214

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Book Description: In Commodity Derivatives: Markets and Applications, Neil Schofield provides a complete and accessible reference for anyone working in, or studying commodity markets and their associated derivatives. Dealing primarily with over the counter structures, the book provides extensive coverage of both hard and soft commodities, including gold, crude oil, electricity, plastics, emissions and agriculturals. Using structures unique to the individual market, each chapter includes an explanation of the commodity and an analysis of its physical market, discussion on the typical patterns of demand and supply and the main factors that will influence the price of the commodity, and the main products. Each chapter focuses on how the products could be used along the physical supply chain and seeks to identify the main market risks and how they can be hedged. The book then brings into perspective how the structuring banks hedge their own resultant exposure and examines the attraction of OTC investment structures for the wholesale market. Commodity Derivatives: Markets and Applications is essential reading for those wishing to learn about the main features of the commodity markets, the mechanics of derivatives, and how they are applied.

Mathematics Of Derivative Securities

Mathematics of Derivative Securities PDF
Author: Mathematical Finance Programme
Publisher: Cambridge University Press
ISBN: 9780521584241
Size: 65.81 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 582
View: 7155

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Book Description: During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.