| 000 | 00644camuuu200205ia 4500 | |
| 001 | 000000423378 | |
| 003 | OCoLC | |
| 005 | 19970910131220.0 | |
| 008 | 951005s1995 ilua 000 0 eng d | |
| 020 | ▼a 1557387591 | |
| 040 | ▼a EVG ▼c EVG ▼d FXG ▼d UIU | |
| 049 | ▼a ACCL ▼l 111066088 | |
| 082 | 0 4 | ▼a 332.63 ▼2 20 |
| 090 | ▼a 332.63 ▼b D433 | |
| 245 | 0 0 | ▼a Derivatives engineering : ▼b a guide to structuring, pricing, and marketing derivatives / ▼c the Globecon Group, Ltd. |
| 260 | ▼a Chicago : ▼b Irwin Professional Pub., ▼c c1995. | |
| 300 | ▼a viii, 330 p. : ▼b ill. ; ▼c 24 cm. | |
| 650 | 0 | ▼a Derivative securities. |
| 710 | 2 | ▼a Globecon Group. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.63 D433 | 등록번호 121194392 (2회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
CONTENTS Preface = ⅶ Part Ⅰ Marketing Derivatives to the corporate Customer = 1 1 Value-Added Banking providing Product Advice to clients = 3 2 Financial Risk : Marketing Derivatives to the Corporate Treasurer = 11 3 Corporate Hedging Strategies : Linking Expectations to Hedging Choices = 19 4 The Future of Futures : Will Corporate Use Increase? = 29 Part Ⅱ Interest Rate Derivatives = 43 FUTURES, FRAs AND SWAPS 5 Forward-Rate Agreements : The Fundamental Hedging Product = 45 6 What Drives Product Innovation? Examining Interest-Rate Swaps = 54 PPTIONS 7 The Bank as Intermediary : Futures and Options = 64 8 The Bank as Intermediary : Option-Based Products = 77 9 The Bank as Intermediary : Disintermediation in Futures and Options? = 88 10 Caps and Swaptions : Evolution of the Option Market = 97 11 The Swaption Market : Growth in Volume and Applications = 106 READING THE MARKET 12 The Swap Market : Reading the Signs = 116 13 Swap Spreads : Implications for Marketers = 123 part Ⅲ Foreign Exchange Derivatives = 133 14 Trigger Swaps : Combining Derivatives to Hedge Multiple Exposures = 135 15 Currency Options : Corporate Use Grows = 144 16 Exotic Options : Tailoring Derivatives to Customer Needs = 154 17 Exotic Options : Shifting the Timing of Premium Payments = 164 Part Ⅳ Commodity Derivatives = 169 18 Commodity Swaps : A Growing Risk-Management Product = 171 19 Commodity Derivatives : A Market Grows and matures = 181 20 Commodity Derivatives : No Longer Just Plain Vanilla = 190 Part Ⅴ Capital markets Applications = 201 INTEREST RATES 21 Yield Enhancement : Creating new Asset Structures = 203 22 Reverse Floaters : Capitalizing on a Window of Opportunity = 206 23 Range Floaters : Structured Notes for Investors with Views on Volatility = 216 EQUITIES 24 Equity Derivatives : Genesis of a Market = 226 25 Exotic Options : Using Embedded Options to Guarantee Returns = 238 26 Equity Derivatives : Linking the Equity and Debt Markets = 245 27 Uncommon Equity : Using Embedded Options to Attract Investors = 258 FOREIGN EXCHANGE 28 Currency Swaps : Globalization Continues = 267 29 Dual-Currency Private Placements : The Rewards of Innovation = 276 30 Debt Structures : Liabilities That Fill Multiple Needs = 285 COMMODITIES 31 Embeddos : The Rise of Embedded Derivatives = 291 part Ⅵ Regulatory, Control and Policy Issues = 301 32 Foreign-Exchange risk : Creating Risk-management Policies = 303 33 Derivatives Regulation : Implications for Structuring Transactions = 313 34 Measuring Risk : An Update on Capital Allocation Requirements = 321 About the author = 331