Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and HedgingMcGraw Hill Professional, 2 Μαρ 2008 - 400 σελίδες
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Περιεχόμενα
Beware of Assumed Exposure and Illiquidity | 95 |
Options | 147 |
Risk Control for Options | 225 |
Futures Forwards and Swaps | 269 |
Index | 349 |
Άλλες εκδόσεις - Προβολή όλων
Introduction to Derivative Financial Instruments, Chapter 2 - Derivatives Dimitris Chorafas Περιορισμένη προεπισκόπηση - 2008 |
Συχνά εμφανιζόμενοι όροι και φράσεις
accounting agreements amount assets associated assumed banks basis bonds buyer capital cash Chapter commodity companies complex contracts cost counterparty credit risk currency deal debt default delta derivatives effect equity example exchange exercise expected expiration exposure fact factors Figure financial instruments fixed foreign forward futures gain given hedge higher holder impact important increase instance institutions interest interest rate International investment investors involve issue less leveraged liabilities liquidity loans losses major maturity means measurement ments notional obligations option parties payments percent period portfolio position practice premium principal profit protection purchase reasons reference regulators reporting requirements result securities sell seller short specified spread standard strike price structured swaps tion trading transactions types underlying volatility writer yield
Δημοφιλή αποσπάσματα
Σελίδα 24 - For want of a nail, the shoe was lost, For want of a shoe, the horse was lost, For want of a horse, the rider was lost, For want of a rider, the battle was lost, For want of a battle, the kingdom was lost, And all for the want of a horseshoe nail.
Σελίδα 15 - An option is a contract giving the buyer the right, but not the obligation, to buy or sell an underlying asset, at a specific price, on or before a certain date.
Σελίδα 91 - ... resulting designation. • For a derivative designated as a hedge of the exposure to changes in the fair value of a recognized asset or liability or a firm commitment (referred to as a fair value hedge), the gain or loss...
Σελίδα 156 - Option: Gives the buyer the right, but not the obligation, to buy or sell an asset at a set price on or before a given date.
Σελίδα 39 - ... makes a profit. The lower the spot price, the more is the profit he makes. If the spot price of the underlying is higher than the strike price, he lets his option expire unexercised.
Σελίδα 143 - ... not affect earnings. Our proposed standard provides optional hedge accounting for many derivatives. Gains or losses on derivatives that qualify for hedge accounting, that is that are effective and do not have a speculative aspect to them, should have little or no net effect on a company's earnings. They will be offset by comparable losses or gains on the thing that is being hedged, and the result is little or no volatility in earnings.
Σελίδα 42 - An options contract bestows upon its owner the right, but not the obligation, to buy or sell the underlying futures contract at a specified time and "strike
Σελίδα 287 - Forward Rate Agreement (FRA): A contract in which two counterparties agree on the interest rate to be paid on a notional deposit of specified maturity at a specific future time.
Σελίδα 66 - Testimony to the US House of Representatives Committee on Banking, Finance, and Urban Affairs on...