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Derivative Products and Pricing By Satyajit Das

Derivative Products and Pricing
by Satyajit Das

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The most comprehensive overview of derivative instruments and pricing techniques Derivative Products and Pricing is a unique, authoritative, and comprehensive reference work for financial professionals.
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Derivative Products and Pricing Summary

Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library by Satyajit Das

Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

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About Satyajit Das

Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia. Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products. Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.

Table of Contents

Introduction. 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.

Additional information

Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library by Satyajit Das
Satyajit Das
Wiley Finance
Used - Very Good
John Wiley and Sons Ltd
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us.