Swaps and Other Derivates, w. CD-ROM (Wiley Finance Series) - Hardcover

Flavell, Richard

Hardcover

ISBN 10: 0471495891 ISBN 13: 9780471495895

Verlag: Wiley & Sons, 2002

Inhaltsangabe

Dieses Buch beschäftigt sich mit der Preisgestaltung und Absicherung von Swapgeschäften. Es erklärt, wie verschiedene Modelle in der Praxis funktionieren und wie man sie erstellen kann. Darüber hinaus wird auch auf Optionen und Zinsswaps eingegangen, denn sie werden häufig zusammen gehandelt. "Swaps and Other Investments" diskutiert die neuesten Swapvarianten, wie z.B. Kreditswaps, Waren- und Aktienswaps. Die Begleit-CD enthält eine Fülle von Übungsaufgaben und Simulationen sowie Excel Spreadsheets, mit denen der Leser eigene Spreadsheet Modelle simulieren und erstellen kann.

Über diesen Titel

Über die Autorin bzw. den Autor

RICHARD FLAVELL has spent 15 years of varying experiences as a financial engineer for ANZ Merchant Bank in London, as a trainer and consultant to banks world wide, and as Director of Financial Engineering at Lombard Risk Systems responsible for all the mathematics in the various pricing and risk management systems.

Von der hinteren Coverseite

"Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfill an important role as a reference source for the market." Satyajit Das

Swaps and Other Derivatives is designed for financial professionals to understand, and ultimately to do themselves, how the vast bulk of OTC derivatives are used, structured, priced and hedged. Adopting a practical flavour throughout, the book describes how the pricing, valuation and risk management of generic OTC derivatives may be performed, in sufficient detail and with various alternatives, so that the approaches may be applied in practice. The book is supported by a full range of detailed spreadsheet models, which underpin all the tables, graphs and figures in the main text.

Swaps and Other Derivatives is ideal for risk managers, traders, financial engineers, product controllers and other professionals involved in the construction and management of OTC derivatives. In addition, it should be of interest to those involved in internal audit, risk control and IT within financial institutions. End users such as fund managers and corporate treasurers who use derivatives to manager their risk profiles should also find it of value.

Aus dem Klappentext

"Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfill an important role as a reference source for the market." Satyajit Das

Swaps and Other Derivatives is designed for financial professionals to understand, and ultimately to do themselves, how the vast bulk of OTC derivatives are used, structured, priced and hedged. Adopting a practical flavour throughout, the book describes how the pricing, valuation and risk management of generic OTC derivatives may be performed, in sufficient detail and with various alternatives, so that the approaches may be applied in practice. The book is supported by a full range of detailed spreadsheet models, which underpin all the tables, graphs and figures in the main text.

Swaps and Other Derivatives is ideal for risk managers, traders, financial engineers, product controllers and other professionals involved in the construction and management of OTC derivatives. In addition, it should be of interest to those involved in internal audit, risk control and IT within financial institutions. End users such as fund managers and corporate treasurers who use derivatives to manager their risk profiles should also find it of value.

Details zur Ausgabe

• Verlag: Wiley & Sons
• Erscheinungsdatum: 2002
• Sprache: Englisch
• ISBN 10: 0471495891
• ISBN 13: 9780471495895
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 451
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar