In this original book, Professor Shiller has created a unique and authoritative set of proposals for establishing new markets for the management of the biggest economic risks facing society. Our existing financial markets, he argues, are inadequate to deal with such risks and ma…
"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on …
Fixed income securities: tools for today's markets
by Tuckman, Bruce, Serrat, Angel
fromWiley finance
Prices, Discount Factors, and Arbitrage -- Swap, Spot, and Forward Rates -- Returns, Yields, Spreads, and P&L Attribution -- DV01, Duration, and Convexity -- Key-Rate-, Partial-, and Forward-Bucket '01s and Durations -- Regression Hedging and Principal Component Analysis -- Arbi…
"The book focuses on fuel hedging techniques, related commodity hedging techniques and relevant risk management solutions. It covers a wide variety of key topics including derivatives and related instruments, exotic hedging products and leverage, the relationship between creditw…