Derivatives: An authoritative guide to derivatives for financial intermediaries and investors

Michael Bloss; Dietmar Ernst; Joachim Häcker

Published by Oldenbourg Wissenschaftsverlag 2008

Derivatives

An authoritative guide to derivatives for financial intermediaries and investors

Michael Bloss , Dietmar Ernst and Joachim Häcker

https://doi.org/10.1524/9783486592931

Overview
Contents

About this book

Options and futures are among the most important tools in todays financial world. While the book focuses on the contracts traded on derivatives exchange, options and futures, we will also scrutinize the OTC-markets and exotic deals. Due to its didactic overall set-up, this book serves as both, a manual for practitioners and a classical textbook for students.

The authors integrate complex theory and practical application.

Reviews

Sehr gut einsetzbar in englischsprachigen Bachelor-Veranstaltungen. Prof. Dr. Bernd Müller, Hochschule Niederrhein

Supplementary Materials

Praesentationen

Topics

Front Matter Requires Authentication Unlicensed Licensed Download PDF	i
Contents Requires Authentication Unlicensed Licensed Download PDF	xiii
1 How derivative exchanges and markets are structured Requires Authentication Unlicensed Licensed Download PDF	1
Preface Requires Authentication Unlicensed Licensed Download PDF	v
Authors Requires Authentication Unlicensed Licensed Download PDF	vii
Introductory Note Michael Bloss, Dietmar Ernst and Joachim Häcker Requires Authentication Unlicensed Licensed Download PDF	ix
List of Abbreviations Requires Authentication Unlicensed Licensed Download PDF	xi
2 Set-up and structure of derivatives exchanges - the Eurex case study Requires Authentication Unlicensed Licensed Download PDF	15
3 Options - Conditional derivatives Requires Authentication Unlicensed Licensed Download PDF	25
4 The pricing of options Requires Authentication Unlicensed Licensed Download PDF	33
5 Strategies involving options Requires Authentication Unlicensed Licensed Download PDF	51
Back Matter Requires Authentication Unlicensed Licensed Download PDF	183
6 Futures - unconditional derivative instruments Requires Authentication Unlicensed Licensed Download PDF	71
7 Pricing of futures Requires Authentication Unlicensed Licensed Download PDF	83
8 Strategies involving futures Requires Authentication Unlicensed Licensed Download PDF	89
9 Options on futures, synthetic structures and combinations Requires Authentication Unlicensed Licensed Download PDF	101
10 Foreign currency derivatives Requires Authentication Unlicensed Licensed Download PDF	109
11 Commodity futures trading Requires Authentication Unlicensed Licensed Download PDF	121
12 Pricing and infuencing factors in commodity futures trading Requires Authentication Unlicensed Licensed Download PDF	129
13 Strategies with commodity futures and currency futures Requires Authentication Unlicensed Licensed Download PDF	137
14 Over the counter derivatives Requires Authentication Unlicensed Licensed Download PDF	143
15 Credit derivatives Requires Authentication Unlicensed Licensed Download PDF	155
16 Structuring complex portfolios with derivatives Requires Authentication Unlicensed Licensed Download PDF	161
17 Margining Requires Authentication Unlicensed Licensed Download PDF	173
Appendix Requires Authentication Unlicensed Licensed Download PDF	183
Subject Index Requires Authentication Unlicensed Licensed Download PDF	279

(Deutsch)

Language: English
Publisher: Oldenbourg Wissenschaftsverlag
Audience: The book is written in co-operation with Eurex by academic orientated investment banking professionals. It is applicable to either the finance student or the business person.
Pages
- Front matter: 19
- Main content: 283
Keywords: Derivate; Finanzierung; Investment; Finance

eBook

Published: January 1, 2009
ISBN: 9783486592931

Hardcover

Published: April 7, 2008
ISBN: 9783486586329