3802857
9780470821640
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Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.ROLE AND FUNCTION OF DERIVATIVES.1. Financial Derivatives Building Blocks - Forward & Option Contracts.DERIVATIVE INSTRUMENTS.2. Exchange-Traded Products - Futures & Options On Futures Contracts.3. Over-The-Counter Products - FRAs, Interest Rate Swaps, Caps/Floors, Currency Forwards, Currency Swaps, Currency Options.PRICING & VALUING DERIVATIVE INSTRUMENTS.4. Derivatives Pricing Framework.5. Interest Rates & Yield Curves.6. Pricing Forward & Futures Contracts.7. Option Pricing.8. Interest Rate Options Pricing.9. Estimating Volatility & Correlation.10. Pricing Interest Rate & Currency Swaps.11. Swap Spreads.DERIVATIVE TRADING & PORTFOLIO MANAGEMENT.12. Derivatives Trading & Portfolio Management.13. Hedging Interest Rate Risk - Individual Instruments.14. Hedging Interest Rate Risk - Portfolios.15. Measuring Option Price Sensitivities - The Greek Alphabet of Risk.16. Delta Hedging/Management of Option Portfolios.Das, Satyajit is the author of 'Derivative Products & Pricing The Swaps & Financial Derivatives Library', published 2005 under ISBN 9780470821640 and ISBN 0470821647.
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