Derivatives Handbook
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Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers
Author: Greg N. Gregoriou
language: en
Publisher: McGraw Hill Professional
Release Date: 2008-07-31
The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”
Fixed-Income Securities and Derivatives Handbook
The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
The Handbook of Equity Derivatives
Author: Jack Clark Francis
language: en
Publisher: John Wiley & Sons
Release Date: 1999-11-08
"There are so many ways to use derivatives that I'm almost surprised when someone doesn't use them. Producers and consumers, investors and issuers, hedgers and speculators, governments and financial institutions: almost everyone can use them." - From the Foreword by Fischer Black, Cocreator of the Black-Scholes Model Never before has there been so much interest in equity derivatives-or so much innovation in structuring these products. As new forms of instruments proliferate, their complexity has grown as well. Even equity derivatives professionals are unlikely to know all the details about every existing structure. With equity derivatives comprising one of the most important components of the capital markets, it's more crucial than ever for every financial professional, specialist and nonspecialist alike, to understand how derivative instruments behave, how they're structured, and how to use them profitably. Edited by leading thinkers in the field, The Handbook of Equity Derivatives, Revised Edition, assembles dozens of experts from universities and Wall Street to help the reader gain a practical grasp of the growing variety of financial instruments and how they work. Contributions from such respected authorities as Gary Gastineau, Mark Rubinstein, J. Gregg Whittaker, and Fischer Black outline the full range of the equity derivatives market, from classic warrants, options, and futures to the new and innovative PERCs, equity swaps, and equity-linked bonds. In nonmathematical language, the book provides a clear introduction to equity derivatives, including the fundamentals and history of options, basic equity structures, and pricing determinants, along with a historical perspective on their evolution. You'll find thorough surveys of: * The burgeoning field of synthetic structures-OTC options and exotics, equity swaps, SPINs, SIGNs, PENs, MITTs, and SuperShares * U.S. and foreign derivatives traded on organized exchanges * Issuer derivative structures, such as warrants, convertibles, PERCs, and unbundled stock units * The unique tax, legal, accounting, and regulatory features of derivatives * How to make the most profitable use of the many equity derivative products * Why some financial instruments succeed-and others fail * The future of the equity derivative market- place Whether you're a finance student becoming familiar with the field or a practicing professional seeking better ways to exploit the tremendous potential of equity derivatives for profit, The Handbook of Equity Derivatives, Revised Edition belongs on your bookshelf. "I heartily endorse The Handbook of Equity Derivatives . . . while the market is continuously inventing new instruments and discarding older ones, the clarity and straightforward nature of the handbook hints at a longevity that will make it useful for many years to come." - Stephen A. Ross Sterling Professor of Economics and Finance, MIT (on the first edition) The most relied-upon resource on equity derivative instruments, their structure, and diverse global markets- now extensively revised and updated Once, equity derivatives were exotic instruments relegated to the hands of specialists. Today, they are among the institutional investor's most popular tools for managing risk and uncovering new profit opportunities. Recognized for its authoritative contributors and its accessible, comprehensive coverage of the entire field, The Handbook of Equity Derivatives has become the standard reference on the subject for specialist and nonspecialist alike. Now, this essential resource has been carefully updated and revised to cover the most current innovations in these continually evolving investment vehicles, including: * Comprehensive coverage of the all-important OTC market * Basic equity structures and how they work * Pricing determinants * PERCs, SPIDERs, and WEBs * The Black-Scholes model * The best uses for and profit potential of new derivative products * Key accounting, tax, and regulatory issues