Derivative Instruments: A Guide To Theory And Practice

Other | March 1, 2003

byEales, Brian, Brian Eales

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The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying companion website.

This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives.

* Combines theory with valuation to provide overall coverage of the topic area
* Provides worked examples and spreadsheet models on the accompanying companion website to help readers understand derivative instruments and their uses
* Covers all the latest developments in derivatives

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From the Publisher

The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying companion website.This book is ideal reading for derivativ...

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at...

other books by Eales, Brian

Derivative Instruments: A Guide to Theory and Practice
Derivative Instruments: A Guide to Theory and Practice

Book & Audio|Apr 25 2003

$180.05 online$182.50list price
Format:OtherDimensions:272 pages, 1 × 1 × 1 inPublished:March 1, 2003Publisher:Butterworth (trade)Language:English

The following ISBNs are associated with this title:

ISBN - 10:0080503896

ISBN - 13:9780080503899

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Extra Content

Table of Contents

Introduction to derivatives; Overview of bond instruments; Forewards and futures valuation; FRA's and interest rate futures; Bond futures; Swaps; Credit derivatives and CDOs; Equity futures; Equity swaps; Equity and equity index options; Option pricing; Equity linked structured products