互惠信贷与金融'THE SWAPS & FINANCIAL DERIVATIVES LIBRARY:
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内容提要：
The Das Swaps & Financial Derivatives Library – Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps & Derivative Financing – Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition.
The Das Swaps & Financial Derivatives Library – Third Edition Revised is a four-volume set that incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text. The four volumes in this set are: Derivative Products & Pricing Risk Management Structured Products Volume 1: Exotic Options, Interest Rates & Currency Structured Products Volume 2: Equity, Commodity, Credit & New Markets 目录：
Introduction
Volume 1 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 Index Volume 2 Volume 3 |