Derivative Markets: An Introduction
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740305982
Table of contents: title: Content; title: Context; title: Learning outcomes; title: Introduction; title: The financial system in brief; title: Ultimate lenders and borrowers; title: Financial intermediaries; title: Financial instruments; title: Spot financial markets; title: Interest rates; title: The derivative markets; title: Summary; title: Bibliography; title: Derivative markets: forwards; title: Learning outcomes; title: Introduction; title: Spot market: defintion; title: Forward market: defintion; title: An example; title: Forward markets; title: Forwards in the debt markets; title: Forwards in the share / equity market; title: Forwards in the foreign exchange market; title: Forwards in the commodities market; title: Forwards on derivatives; title: Organisational structure of forward markets; title: Summary; title: Bibliography; title: Derivative markets: futures; title: Learning outcomes; title: Introduction; title: Futures defined; title: An example; title: Futures trading price versus spot price; title: Types of futures contracts; title: Organisational structure of futures markets; title: Clearing house; title: Margining and marking to market; title: Open interest; title: Cash settlement versus physical settlement; title: Payoff with futures (risk profile); title: Pricing of futures (fair value versus trading price); title: Fair value pricing of specific futures; title: Basis; title: Participants in the futures market; title: Hedging with futures; title: Basis trading; title: Spread trading; title: Futures market contracts; title: Risk management by a futures exchange; title: Economic significance of futures markets; title: Summary; title: Bibliography; title: Derivative markets: swaps; title: Learning outcomes; title: Introduction; title: Interest rate swaps; title: Currency swaps; title: Equity / share swaps; title: Commodity swaps; title: Listed swaps; title: Organisational structure of swap market; title: Summary; title: Bibliography; title: Derivative markets: options; title: Learning outcomes; title: Introduction; title: The basics of options; title: Intrinsic value and time value; title: Option valuation/pricing; title: Organisational structure of option markets; title: Options on derivatives: futures; title: Options on derivatives: swaps; title: Options on debt market instruments; title: Options on equity / share market instruments; title: Options on foreign exchange; title: Options on commodities; title: Option strategies; title: Exotic options; title: Summary; title: Bibliography; title: Other derivatives; title: Learning outcomes; title: Introduction; title: Securitisation; title: Credit derivatives; title: Weather derivatives; title: Carbon credit derivatives; title: Freight (or shipping) derivatives; title: Energy derivatives; title: Summary; title: Bibliography; title: Endnotes