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Futures, Options and Swaps |
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Kolb is a standard introduction to derivatives and
financial engineering in the capital markets. It covers financial
futures, swaps, options and exotics in depth. Compared to a book such as
Hull (2005), it is ...
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Valuing Fixed Income Futures |
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This book's title
is wrong. It is not a book about valuing fixed income futures. It is a book for
traders—and a wonderful book at that. It targets experienced traders who are familiar with concepts such as Libor or repo
but may be new to trading fixed income futures. Anyone entering these
markets for the first time may be confused about two issues ...
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Derivatives
Markets, Valuation and Risk Management |
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Robert E. Whaley |
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2006 |
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This weighty tome is a student-oriented introduction to
derivative products on equities, fixed income, foreign exchange and
commodities. Mostly, it focuses on instrument mechanics and markets, but
elementary pricing is also taken up. The book competes with
Kolb. It is a fresh
perspective, perhaps, but just as plodding ...
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Risk Management, Speculation and Derivative
Securities |
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Geoffrey Poitras |
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2006 |
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This book offers a hodge-podge of discussions relating
to derivatives hedging and speculation. Some are elementary, as in
discussions of the Greeks. Others are more sophisticated, as in a
comparison of stack vs. strip futures hedges. Discussions are generally
too brief to be enlightening. Option pricing and risk management are
also addressed, although their treatment are weak ...
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All About Derivatives |
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This is an
elementary—almost patronizing—introduction to derivatives for
professionals who don't generally work with derivatives, but may need
some familiarity ...
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Understanding Futures Markets |
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Now in its fifth edition, this is a classic introduction to futures
markets. Practical discussions cover exchange trading, margining, floor
vs. electronic trading and regulation. Citing many original research
paper, the book also delves into ...
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Hedging Instruments and Risk Management |
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Patrick Cusatis and Martin Thomas |
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2005 |
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Authors Cusatis
and Thomas have written an elementary introduction to derivatives that might
compete with Kolb (2007). They cover
interest calculations, basic instruments and a number of markets,
including fixed income, foreign exchange, equities, commodities and
mortgage-backed securities ...
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Derivatives Demystified |
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Author Chisholm offers
a non-technical introduction to derivatives instruments that might
appeal to corporate executives with little or no background in finance
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Risk Transfer
Derivatives in Theory and Practice |
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What is the difference
between finance and economics? Finance emerged as a branch of economics
during the mid 20th century but is now treated as a largely distinct
field. Universities maintain separate economics and finance departments,
and there is often little interaction between faculty of the two. Most
of the significant theories in finance were developed by economists ...
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Swaps/Financial Derivatives
Products, Pricing, Applications and Risk
Management |
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Now in its third
edition, this is essentially an encyclopedia for financial derivatives.
Physically, it is a massive four-volume set. It will take up a foot on your
bookshelf. It isn't the kind of book you read straight through. Rather, it is a
reference offering exquisitely detailed discussions ...
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The Eurodollar Futures and Options Handbook |
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In 1991, the market for
swaps and related fixed income derivatives was growing explosively.
Dealers priced and hedged swaps off Eurodollar futures strips, and Galen
Burghardt was the lead author of the book that told them how. That book
was the bible. Every fixed income derivatives desk had a well worn copy
...
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Derivatives
The Tools That Changed Finance |
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Phelim Boyle and Feidhlim Boyle |
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2001 |
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Phelim Boyle is a noted
financial engineer. With this book, he teams up with his son to present
an intriguing non-technical introduction to derivatives. Actually, the
book is more than an introduction. Its historical accounts and
sophisticated case studies will appeal to the most sophisticated
practitioners ...
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Structured Equity Derivatives |
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This is a book on
structuring OTC equity derivatives. Product coverage is extensive—from vanilla
forwards to exotics such as lookbacks and structured notes. The author takes a
problem-oriented approach, identifying a problem or need of an end user
and then designing a derivatives solution to meet that need. This has
the advantage that readers learn much about certain problems for which
derivatives can be appliedl ...
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Derivatives Demystified
Using Structured Financial Products |
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Although somewhat dated, this is an excellent
non-technical book on structured equity products. Targeted to the user
interested in issuing such products as part of a corporate financing
program, the book covers such standard instruments as warrants,
asset-linked notes, convertible securities, exotics, investment trusts,
swaps and private placements ...
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Options Markets |
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John C. Cox and Mark Rubinstein |
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1985 |
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Following the publication of the Black-Scholes formula and the opening
of the first options exchange during the 1970's, this was the first
serious textbook published on options. Written by two leading theorists
of option pricing theory, it became an instant classic. Even today, it
is widely read for its clear explanations, discussions of ...
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