Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA…
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This book provides a comprehensive and expert examination of the Markets in Financial Instruments Directive II, which comes into force in January 2018 and will have a major impact on investment firms and financial markets. It offers detailed guidance on interpretation of MiFID I…
The essays in this volume are written by a distinguished and adventurous set of historians and economists who have been willing, in many cases, to step beyond their typical field of inquiry and explore the historical foundations of financial innovation. The essays are motivated …
This book analyzes in depth all major derivatives debacles going back to Citibank's forex losses in its Belgian branch in 1964, to Amaranth's $5.4 billion loss on gas futures in 2006 and Societe Generale's loss of $7.8 billion in early 2008. Contrary to widespread belief, deriva…
For courses in options, futures, and derivatives. To be financially literate in today's market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Third Edition has an accessible mathem…
This book discusses in detail the workings of financial markets and over-the-counter (OTC) markets, focusing specifically on standard and complex derivatives. The subjects covered range from the fundamental products in OTC markets, standard and exotic options, the concepts of va…
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptio…
"The first port of call for anyone looking to truly understand derivatives markets, appreciate the role they play within the global financial system and develop the technical knowledge to trade." Matthew Thompson, Chief Strategy & Business Development Officer, Dubai Mercantile E…
Stephen Axilrod is the ultimate Federal Reserve insider. He worked at the Fed's Board of Governors for more than thirty years and after that in private markets and as a consultant on monetary policy. With Inside the Fed, he offers his unique perspective on the inner workings of …
This work presents a number of basic elements of the market in a rapidly understood graphic form. This simple information, when analyzed properly, can yield excellent intraday and swing trades. It shows traders how to find these opportunities using innovative techniques created …
""In Global Derivatives: A Strategic Risk Management Perspective", Torben Juul Andersen has succeeded to gather in one book a complete and thorough summary and an easy-to-read explanation of all types of derivative instruments and their background, and their use in modern manage…
This book deals with practical issues in FX options and smile risk. FX Options and Smile Risk takes readers through the main technicalities of the FX spot and options markets, helping them develop practical trading skills that will enable them to run an FX options book in the re…
Derivatives are everywhere in the modern world and it is important for everyone in banking, investment and finance to have a good understanding of the subject. Derivatives Demystified provides a step-by-step guide to the subject, enabling the reader to have a solid, working unde…
The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, "Swaps and Other Derivatives" offers a new insight on the growth of swaps markets worldwide. Additionally, this ref…
