＜電子ブック＞
Derivatives Markets and Analysis
(Bloomberg Financial Ser. ; v.148)
| データ種別 | 電子ブック |
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| 出版者 | Somerset : John Wiley & Sons, Incorporated |
| 出版年 | 2017 |
| 本文言語 | 英語 |
| 大きさ | 1 online resource (787 pages) |
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| URL | 巻 次 | 配架場所 | 請求記号 | 登録番号 | 状 態 | コメント | ISBN | 刷 年 | 予約 |
|---|---|---|---|---|---|---|---|---|---|
| URL |
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オンライン | EB00000054 | ProQuest EBook Central | 9781118240724 |
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| 内容注記 | Cover Title Page Copyright Contents Preface Acknowledgments About the Author Part 1: Futures and Forward Contracts Chapter 1: Futures Markets Introduction to Futures and Options Markets The Nature of Futures Trading and the Role of the Clearinghouse Types of Futures Contracts The Organized Markets and Characteristics of Futures Trading Commodity Futures Hedging Commodity Speculating with Futures Pricing Futures and Forward Contracts: Carrying-Cost Model Conclusion Selected References Problems and Questions Chapter 2: Currency Futures and Forward Contracts Hedging with Foreign Currency Futures and Forward Contracts Speculating with Foreign Currency Futures and Forward Contracts Hedging and Speculating with Equivalent Money Market Positions Carrying-Cost Model for a Currency Conclusion Selected References Problems and Questions Chapter 3: Equity Index Futures Speculative Strategies Hedging Equity Positions Carrying-Cost Model for an Equity Index Non-Equity Indexes Conclusion Selected References Problems and Questions Chapter 4: Interest Rate and Bond Futures and Forward Contracts Types of Interest Rate Futures and Forward Contracts Speculating with Interest Rate and Bond Futures Contracts Hedging with Interest Rate and Bond Futures Contracts Pricing Interest Rate and Bond Futures Conclusion Selected References Problems and Questions Part 2: Options Markets and Strategies Chapter 5: Fundamentals of Options Trading Option Terminology Fundamental Option Strategies Other Option Strategies Option Price Relations Put-Call Parity Option Exchanges Conclusion Selected References Problems and Questions Chapter 6: Non-Stock Options: Equity Index, Futures, OTC, and Embedded Options. Equity-Index Options Futures Options Over-the-Counter Options Convertible Securities Embedded Options Equity and Debt as Call Option Positions Conclusion Selected References Problems and Questions Chapter 7: Option Strategies Call Purchases Call Purchases in Conjunction with Other Positions Naked Call Writes Covered Call Writes Ratio Call Writes Put Purchases Naked Put Writes Covered Put Writes Ratio Put Writes Call Spreads Put Spreads Straddle, Strip, and Strap Positions Combinations Condors Simulated Stock Positions Conclusion Selected References Problems and Questions Chapter 8: Option Hedging Hedging Stock Portfolio Positions Hedging Currency and Commodity Positions Hedging Fixed-Income Positions with Options Conclusion Selected References Problems and Questions Part 3: Option Pricing Chapter 9: Option Boundary Conditions and Fundamental Price Relations Call Boundary Conditions Put Boundary Conditions Put and Call Boundary Conditions Boundary Conditions Governing Non-Stock Options Conclusion Selected References Problems and Questions Chapter 10: The Binomial Option Pricing Model Single-Period BOPM Multiple-Period BOPM Estimating the BOPM Features of the BOPM Conclusion Selected References Problems and Questions Appendix 10A: Risk-Neutral Pricing Risk-Neutral Probability Pricing-Single-Period Case Risk-Neutral Probability Pricing-Multiple-Period Case Appendix 10B: Discrete Dividend-Payment Approach Example Chapter 11: The Black-Scholes Option Pricing Model The Black-Scholes Call Model The Black-Scholes Put Model Estimating the B-S OPM Applications of the OPM Empirical Studies Conclusion Selected References Problems and Questions. Chapter 12: Pricing Non-Stock Options and Futures Options Pricing of Spot Index and Currency Options Binomial Pricing of Futures Options Pricing Equity Convertibles with the B-S OPM Greeks Conclusion Selected References Problems and Questions Chapter 13: Pricing Bond and Interest Rate Options The Binomial Interest Rate Model Estimating the Binomial Interest Rate Tree Pricing Bond and Interest Rate Options with the B-S and Black OPMs Conclusion Selected References Problems and Questions Part 4: Financial Swaps Chapter 14: Interest Rate Swaps Generic Interest Rate Swaps Swap Markets Swap Valuation Comparative Advantage Swap Applications Forward Swaps Swaptions Non-Generic Swaps Conclusion Selected References Problems and Questions Appendix 14A: Valuation of Forward Swaps and Swaptions Chapter 15: Credit Default and Currency Swaps Generic Credit Default Swap Currency Swaps Conclusion Selected References Problems and Questions Part 5: Supplemental Appendixes Appendix A: Overview and Guide to the Bloomberg System Bloomberg System-Bloomberg Keyboard Accessing Security Information Indexes Functionality Economic, Industry, Law, and Municipal Information Screens Monitor and Portal Screens Portfolios and Baskets Screening and Search Functions The Bloomberg Excel Add-In: Importing Bloomberg into Excel Launchpad Conclusion Bloomberg Exercises Appendix B: Directory Listing of Bloomberg Screens by Menu and Function Appendix C: Uses of Exponents and Logarithms Exponential Functions Logarithms Selected Reference Index EULA. |
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| 一般注記 | Description based on publisher supplied metadata and other sources Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2018. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries |
| 著者標目 | Johnson, R. Stafford. |
| 件 名 | LCSH:Electronic books. |
| 分 類 | DC:332.6457 |
| 書誌ID | OB00000054 |
| ISBN | 9781118240724 |
目次／あらすじ