Derivative instruments [electronic resource] : a guide to theory and practice / Brian A. Eales, Moorad Choudhry.
The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying CD-ROM. This book is...
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Full Text (via ScienceDirect) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford ; Boston :
Butterworth-Heinemann,
2003.
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| Series: | Quantitative finance series.
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Table of Contents:
- Introduction to derivatives; Overview of bond instruments; Forewards and futures valuation; FRA's and interest rate futures; Bond futures; Swaps; Credit derivatives and CDOs; Equity futures; Equity swaps; Equity and equity index options; Option pricing; Equity linked structured products.