Derivatives : : An authoritative guide to derivatives for financial intermediaries and investors / / Michael Bloss, Dietmar Ernst, Joachim Häcker.

Options and futures are among the most important tools in todays financial world. While the book focuses on the contracts traded on derivatives exchange, options and futures, we will also scrutinize the OTC-markets and exotic deals. Due to its didactic overall set-up, this book serves as both a manu...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DGBA Backlist Business and Economics 2000-2014 (EN)
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Place / Publishing House:Berlin ;, Boston : : Oldenbourg Wissenschaftsverlag, , [2009]
©2008
Year of Publication:2009
Language:English
Online Access:
Physical Description:1 online resource (283 p.)
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Table of Contents:
  • Front Matter
  • Contents
  • 1 How derivative exchanges and markets are structured
  • Preface
  • Authors
  • Introductory Note
  • List of Abbreviations
  • 2 Set-up and structure of derivatives exchanges - the Eurex case study
  • 3 Options - Conditional derivatives
  • 4 The pricing of options
  • 5 Strategies involving options
  • Back Matter
  • 6 Futures - unconditional derivative instruments
  • 7 Pricing of futures
  • 8 Strategies involving futures
  • 9 Options on futures, synthetic structures and combinations
  • 10 Foreign currency derivatives
  • 11 Commodity futures trading
  • 12 Pricing and infuencing factors in commodity futures trading
  • 13 Strategies with commodity futures and currency futures
  • 14 Over the counter derivatives
  • 15 Credit derivatives
  • 16 Structuring complex portfolios with derivatives
  • 17 Margining
  • Appendix
  • Subject Index