All About Derivatives

The second edition of All About Derivatives presents new ways to profit in the post-credit-crisis market plus, it has brand-new chapters on high-frequency trading and the role derivatives played in the 2008 credit crisis

Shows different ways to profit in the post-credit-crisis market. This title introduces you to the vast array of derivatives in market. It covers various aspects of derivative contracts, explains techniques for pricing and trading them, and also shows how to use each to hedge risk or increase profits.

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McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

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EVERYTHING YOU NEED TO KNOW ABOUT DERIVATIVES

All About Derivatives, Second Edition, presents the complex subject of financial derivatives with a clarity and coherence you won't find in other books. Using real-world examples and simple language, it lucidly illustrates what derivatives are and why they are so powerful. This second edition of All About Derivatives provides a rock-solid foundation on:

• The most common contracts available to you in today's market
• Key concepts such as cost of carry, settlement, valuation, and payoff
• Proven methods for establishing fair value
• How leverage can work for you--and against you
• The various derivative contracts traded today, including forwards, futures, swaps, and options
• Pricing methods and mathematics for determining fair value
• Hedging strategies for managing and reducing different types of riskINCLUDES A BRAND-NEW CHAPTER ON THE ROLEDERIVATIVES PLAYED IN THE 2008 FINANCIAL MELTDOWN

Contenu

Introduction
Chapter 1 Derivatives in a Nutshell
Chapter 2 The Forward Contract
Chapter 3 The Futures Contract
Chapter 4 The Swap Contract
Chapter 5 The Option Contract
Chapter 6 Credit Derivatives
Chapter 7 Using Derivatives to Manage Risk
Chapter 8 Pricing Forwards and Futures
Chapter 9 Pricing Swaps
Chapter 10 Pricing Options
Chapter 11 Hedging a Derivatives Position
Chapter 12 Derivatives and the 2008 Financial Meltdown
Epilogue Are Derivatives Any Good?
Appendix A All About Interest
Appendix B Swap Conventions
Appendix C More Binomial Option Pricing
Bibliography
Index
Footnotes
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