Zum Hauptinhalt springen Zur Suche springen Zur Hauptnavigation springen
Dekorationsartikel gehören nicht zum Leistungsumfang.
Mastering Derivatives Markets
Taschenbuch von Francesca Taylor
Sprache: Englisch

62,35 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-4 Werktage

Produkt Anzahl: Gib den gewünschten Wert ein oder benutze die Schaltflächen um die Anzahl zu erhöhen oder zu reduzieren.
Kategorien:
Beschreibung

"The first port of call for anyone looking to truly understand derivatives markets, appreciate the role they play within the global financial system and develop the technical knowledge to trade."
Matthew Thompson, Chief Strategy & Business Development Officer, Dubai Mercantile Exchange

"An essential read for anyone serious about understanding the impact of derivatives and technology on the global financial market."
Kevin Thorogood, Global Head, Investment Banking/Energy Trading, Thunderhead Ltd

"We have used Francesca for training on derivatives in the past. She demonstrates a passion for these markets and for learning. In a fast changing world, the combination of technical learning and practical experience that Francesca applies is helpful in keeping abreast of market developments."
Rachael Hoey, Director, Business Development, CLS

YOUR ESSENTIAL COMPANION TO THE DERIVATIVES MARKETS

Mastering Derivatives Markets provides full up-to-the-minute explanations — with worked examples and screen shots — covering the basics of options, swaps and futures across the key asset classes: rates, currency, equity, commodity and credit.

This book is relevant to anyone working within the financial markets, from the new entrant to the seasoned trader looking for updates, and to non-trading personnel working in IT, legal, compliance, risk, credit and operations.

Please note that the 'look inside' feature is currently displaying the content of Mastering Derivatives Markets Third Edition, this will be updated soon.

Mastering Derivatives Markets Fourth Edition has been completely revised and features new chapters on:

  • The most up to date thinking in the market
  • OTC clearing
  • Regulation
  • Benchmarking
  • Electronic futures trading in the FX market
  • New insights into the commodities markets
  • Carbon trading and environmental products

"The first port of call for anyone looking to truly understand derivatives markets, appreciate the role they play within the global financial system and develop the technical knowledge to trade."
Matthew Thompson, Chief Strategy & Business Development Officer, Dubai Mercantile Exchange

"An essential read for anyone serious about understanding the impact of derivatives and technology on the global financial market."
Kevin Thorogood, Global Head, Investment Banking/Energy Trading, Thunderhead Ltd

"We have used Francesca for training on derivatives in the past. She demonstrates a passion for these markets and for learning. In a fast changing world, the combination of technical learning and practical experience that Francesca applies is helpful in keeping abreast of market developments."
Rachael Hoey, Director, Business Development, CLS

YOUR ESSENTIAL COMPANION TO THE DERIVATIVES MARKETS

Mastering Derivatives Markets provides full up-to-the-minute explanations — with worked examples and screen shots — covering the basics of options, swaps and futures across the key asset classes: rates, currency, equity, commodity and credit.

This book is relevant to anyone working within the financial markets, from the new entrant to the seasoned trader looking for updates, and to non-trading personnel working in IT, legal, compliance, risk, credit and operations.

Please note that the 'look inside' feature is currently displaying the content of Mastering Derivatives Markets Third Edition, this will be updated soon.

Mastering Derivatives Markets Fourth Edition has been completely revised and features new chapters on:

  • The most up to date thinking in the market
  • OTC clearing
  • Regulation
  • Benchmarking
  • Electronic futures trading in the FX market
  • New insights into the commodities markets
  • Carbon trading and environmental products
Über den Autor
Francesca Taylor has a [...] in Geology from London University and has been active in the commodity, currency and derivatives markets for many years. She is a well-established and published author Francesca has a talent for simplifying the complex and the complicated. She is the founder and ex-CEO of Taylor Associates (International) and is Managing Partner of the Matrix Partnership. Now based in the Middle East (Dubai) she is at the heart of the global oil and gas markets and has close ties with commodity traders and commodity asset managers. In addition she has worked closely with the Dubai Mercantile Exchange (DME) where the Oman crude oil contract is traded and has a wide reaching and broad group of contacts. Francesca is the author of Mastering Derivatives Markets (now in its 4th edition), Mastering Foreign Exchange and Currency Options and Market Know How: Finance and Markets
Inhaltsverzeichnis

Table of Contents

1. Background and development of the derivatives markets

  • Market background
  • Introduction
  • Key features
  • Uses of derivatives
  • Range of derivatives
  • Increasing use of the Central Counterparty Model (CCP)
  • Risk and benchmarking
  • Market volumes
  • Users and uses of derivatives
  • Straight Through Processing (STP)

2. Market fundamentals

  • Introduction
  • How banks generate income
  • Three key assumptions
  • Role and use of LIBOR
  • Day counts
  • Financial maths
  • Calculating forward rates
  • Marking to market
  • Yield curves
  • Quiz

3. Risk — a Primer

  • Introduction
  • Finacial risks: markets, credit, liquidity
  • Operational risk
  • More esoteric risks

4. Derviatives Fundamentals

  • Range of derivatives
  • What is a vanilla trade?
  • Settlement
  • Triggers
  • Liquidity and credit risk
  • Understanding the 'underlying'
  • Benchmarks
  • Fair value
  • Dealing with derivatives

5. Basic option concepts

  • Introduction
  • Option pricing
  • Option mechanics

6. Interest rate derivatives — single settlement instruments

  • Introduction
  • Single settlement interest rate derivatives
  • Financial futures contracts
  • Forward rate agreements (FRAs)
  • Interest rate options (IROs)
  • Quiz

7. Interest rate derivatives

  • Introduction
  • Interest rate caps and floors
  • Interest rate collars
  • Interest rate swaps
  • Quiz

8. Benchmarking in the OTC derivatives markets
Penny Davenport, Manging Director, Markit Document Exchange and Gavan Nolan, Vice President, Credit Research, Markit Group

  • Financial benchmarking for derivatives
  • Liquidity benchmarking for derivatives
  • Operational risk measurements for derivatives
  • Conclusion

9. Currency derivatives

  • Introduction
  • Over the counter currency options
  • Currency options: reduced premium strategies
  • Simple exotic structures
  • Currency swaps
  • Exchange-traded instruments
  • Quiz

10. The impact of electronic trading on the FX Market
Ray McKenzie, Vice President, ICE

  • The early years
  • FX as part of a commodity portfolio
  • First electronic dealing platforms
  • Electronic market making
  • Phases I and II
  • Point and click vs algo traders
  • The impact of the credit crisis on banks' FX trading
  • Phase III

11. Credit derivatives

  • Introduction
  • What is credit risk?
  • Styles of trading
  • The first deals
  • Range of credit derivatives
  • Credit default swaps

12. Central clearing and the OTC market
Bill Hodgson, Founder and CEO, The OTC Space Ltd

  • The basics
  • Trade execution
  • Risks and mitigation
  • Getting trades into clearing
  • The business case and benefits
  • Predictions for market development
  • Terminology

13. Equity derivatives

  • Introduction
  • Background
  • Single stocks or equity indices?
  • Stock index futures
  • Stock index options
  • Single stock options
  • Equity index swaps

14. Commodity derivatives

  • Introduction
  • Exchange-traded energy derivatives
  • Exchange-traded futures contracts
  • Exchange-traded energy option contracts
  • OTC or ‘off-exchange’ energy derivatives
  • OTC option products
  • OTC oil swaps
<
Details
Erscheinungsjahr: 2024
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780273735670
ISBN-10: 0273735675
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Taylor, Francesca
Auflage: 4. Auflage
Hersteller: Pearson
Verantwortliche Person für die EU: Financial Times Prent., St.-Martin-Str. 82, D-81541 München, salesde@pearson.com
Maße: 240 x 170 x 24 mm
Von/Mit: Francesca Taylor
Erscheinungsdatum: 10.10.2024
Gewicht: 0,729 kg
Artikel-ID: 108491431
Über den Autor
Francesca Taylor has a [...] in Geology from London University and has been active in the commodity, currency and derivatives markets for many years. She is a well-established and published author Francesca has a talent for simplifying the complex and the complicated. She is the founder and ex-CEO of Taylor Associates (International) and is Managing Partner of the Matrix Partnership. Now based in the Middle East (Dubai) she is at the heart of the global oil and gas markets and has close ties with commodity traders and commodity asset managers. In addition she has worked closely with the Dubai Mercantile Exchange (DME) where the Oman crude oil contract is traded and has a wide reaching and broad group of contacts. Francesca is the author of Mastering Derivatives Markets (now in its 4th edition), Mastering Foreign Exchange and Currency Options and Market Know How: Finance and Markets
Inhaltsverzeichnis

Table of Contents

1. Background and development of the derivatives markets

  • Market background
  • Introduction
  • Key features
  • Uses of derivatives
  • Range of derivatives
  • Increasing use of the Central Counterparty Model (CCP)
  • Risk and benchmarking
  • Market volumes
  • Users and uses of derivatives
  • Straight Through Processing (STP)

2. Market fundamentals

  • Introduction
  • How banks generate income
  • Three key assumptions
  • Role and use of LIBOR
  • Day counts
  • Financial maths
  • Calculating forward rates
  • Marking to market
  • Yield curves
  • Quiz

3. Risk — a Primer

  • Introduction
  • Finacial risks: markets, credit, liquidity
  • Operational risk
  • More esoteric risks

4. Derviatives Fundamentals

  • Range of derivatives
  • What is a vanilla trade?
  • Settlement
  • Triggers
  • Liquidity and credit risk
  • Understanding the 'underlying'
  • Benchmarks
  • Fair value
  • Dealing with derivatives

5. Basic option concepts

  • Introduction
  • Option pricing
  • Option mechanics

6. Interest rate derivatives — single settlement instruments

  • Introduction
  • Single settlement interest rate derivatives
  • Financial futures contracts
  • Forward rate agreements (FRAs)
  • Interest rate options (IROs)
  • Quiz

7. Interest rate derivatives

  • Introduction
  • Interest rate caps and floors
  • Interest rate collars
  • Interest rate swaps
  • Quiz

8. Benchmarking in the OTC derivatives markets
Penny Davenport, Manging Director, Markit Document Exchange and Gavan Nolan, Vice President, Credit Research, Markit Group

  • Financial benchmarking for derivatives
  • Liquidity benchmarking for derivatives
  • Operational risk measurements for derivatives
  • Conclusion

9. Currency derivatives

  • Introduction
  • Over the counter currency options
  • Currency options: reduced premium strategies
  • Simple exotic structures
  • Currency swaps
  • Exchange-traded instruments
  • Quiz

10. The impact of electronic trading on the FX Market
Ray McKenzie, Vice President, ICE

  • The early years
  • FX as part of a commodity portfolio
  • First electronic dealing platforms
  • Electronic market making
  • Phases I and II
  • Point and click vs algo traders
  • The impact of the credit crisis on banks' FX trading
  • Phase III

11. Credit derivatives

  • Introduction
  • What is credit risk?
  • Styles of trading
  • The first deals
  • Range of credit derivatives
  • Credit default swaps

12. Central clearing and the OTC market
Bill Hodgson, Founder and CEO, The OTC Space Ltd

  • The basics
  • Trade execution
  • Risks and mitigation
  • Getting trades into clearing
  • The business case and benefits
  • Predictions for market development
  • Terminology

13. Equity derivatives

  • Introduction
  • Background
  • Single stocks or equity indices?
  • Stock index futures
  • Stock index options
  • Single stock options
  • Equity index swaps

14. Commodity derivatives

  • Introduction
  • Exchange-traded energy derivatives
  • Exchange-traded futures contracts
  • Exchange-traded energy option contracts
  • OTC or ‘off-exchange’ energy derivatives
  • OTC option products
  • OTC oil swaps
<
Details
Erscheinungsjahr: 2024
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780273735670
ISBN-10: 0273735675
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Taylor, Francesca
Auflage: 4. Auflage
Hersteller: Pearson
Verantwortliche Person für die EU: Financial Times Prent., St.-Martin-Str. 82, D-81541 München, salesde@pearson.com
Maße: 240 x 170 x 24 mm
Von/Mit: Francesca Taylor
Erscheinungsdatum: 10.10.2024
Gewicht: 0,729 kg
Artikel-ID: 108491431
Sicherheitshinweis

Ähnliche Produkte

Ähnliche Produkte