Derivatives Unlocked
eBook - ePub

Derivatives Unlocked

A Practitioner's Perspective

  1. 352 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Derivatives Unlocked

A Practitioner's Perspective

About this book

Derivatives Unlocked: A Practitioner's Perspective offers the reader a practical explanation of the key concepts behind the design of financial derivatives. Resolutely selective and user-friendly, this book constitutes a hands-on introduction to both the structuring and use cases of derivatives products in modern global finance.

The book is organised around two parallel streams of content. On the one hand, the Derivatives Toolbox comes as a set of pricing rules that underpin the building blocks of most derivatives products, namely discounting, duration and convexity, interest rates and credit default swaps, forwards and options. The methodology is approachable, simplified whenever possible, and does not require advanced mathematical training.

On the other hand, the Case Studies, largely inspired by real European corporate finance and corporate risk management situations, allow the reader to (i) make explicit use of the techniques learned as he or she progresses through the Toolbox and (ii) to grasp the effective power of derivatives solutions.

Features:

  • Easy to follow for non-specialists, helping them build a solid and empirical foundation to encourage continued learning.
  • Provides a unique insight, balanced between the acquisition of technical tools and their practical applications
  • Contains numerous case studies and other support material making it suitable for both students and practitioners.

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Yes, you can access Derivatives Unlocked by Philippe Dufournier in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Chapman and Hall/CRC
Year
2024
eBook ISBN
9781040155899
Edition
1
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Cover Page
  2. Half Title page
  3. Title Page
  4. Copyright Page
  5. Dedication
  6. Contents
  7. Preface
  8. Introduction
  9. Chapter 1 The Toolbox: Risk-Free Rate and Discounting
  10. Chapter 2 The Toolbox: Duration and Convexity
  11. Chapter 3 The Toolbox: Interest Rate Swaps
  12. Chapter 4 Case Study: Bond Portfolio Duration Hedging
  13. Chapter 5 Case Study: Synthetic Fixed Rate Bond Financing
  14. Chapter 6 The Toolbox: Forward Prices
  15. Chapter 7 The Toolbox: Credit Default Swaps
  16. Chapter 8 The Toolbox: Credit and Other Mark-to-Market-Induced Risks
  17. Chapter 9 Case Study: BigCo’s Cross-Currency Swap and Synthetic Euro Financing
  18. Chapter 10 Case Study: TNZ’s Strategic Balance Sheet FX Hedging
  19. Chapter 11 Toolbox: Probability Distribution of Asset Returns
  20. Chapter 12 Toolbox: Introduction to Options
  21. Chapter 13 Case Study: Delco’s Hedging and Financing of a Single Stock Stake
  22. Chapter 14 Case Study: Accelerated Vodafone’s Stake Acquisition and Financing
  23. Chapter 15 Case Study: TopCo’s Leveraged Employee Shareholding Plan
  24. Chapter 16 Tool Box: Structured Notes
  25. Chapter 17 Case Study: NewBank’s Synthetic Securitisation and Credit-Linked Notes
  26. Chapter 18 Case Study: NewBank’s Bank Collateral Exchange Financing
  27. Derivatives Quiz
  28. Glossary
  29. Index