This book provides the tools to measure the risks and benefits of this new generation of high-tech products. For financial market professionals who must stay abreast of the latest advances in financial technology, this book is a must read. Specific products examined include: Equity derivatives; Differential swaps; Mortgage swaps; Various option spreads; Warrants.
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Erik Banks is the author of more than 20 books on risk, catastrophe, derivatives, emerging markets, and Wall Street. He has spent 25 years as an international banker, working at major financial institutions in New York, London, Tokyo, Hong Kong and Munich; he has also worked in the hedge fund sector and has taught at the University level.
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5 of 6 people found the following review helpful:
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This review is from: Complex Derivatives: Understanding and Managing the Risks of Exotic Options, Complex Swaps, Warrants, and Other Synthetic Derivatives (Hardcover)
While developments in this industry move very fast, this book remains one of my favourites for covering the basics of structured derivatives. On such a topic, it is very easy to get carried away with complex mathematics and jargon, but this author handles the task very well. Topics such as quantifying risk, measuring swap valuations and understanding complex options are explained in a way most of us will understand. This book is not for the beginner, but is more aimed at those with an average or above average understanding of derivatives.
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Inside This Book
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First Sentence:
During the 1980s the financial markets were witness to a host of new financial instruments, products and strategies. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
fixed pay swap, single counterparty transaction, average life method, risk equivalent exposure, maximum replacement cost, inverse floater swaps, credit risk quantification, risk factor framework, potential market movements, potential market risk, index principal swaps, actual market risk, swap credit risk, exposure framework, outperformance option, index appreciation, swap risk, cent volatility, mortgage swaps, second counterparty, differential swap, floating rate indexes, underlying cap, credit risk exposure, leveraged swaps Key Phrases - Capitalized Phrases (CAPs): (learn more)
Hang Seng, Bloomberg Financial Markets, Federal Reserve, Bank of England, All Ords, Overlay Prices, Financial Times, International Financing Review, Ito's Lemma, Monte Carlo, Arthur Andersen, Libor Source New!
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
During the 1980s the financial markets were witness to a host of new financial instruments, products and strategies. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
fixed pay swap, single counterparty transaction, average life method, risk equivalent exposure, maximum replacement cost, inverse floater swaps, credit risk quantification, risk factor framework, potential market movements, potential market risk, index principal swaps, actual market risk, swap credit risk, exposure framework, outperformance option, index appreciation, swap risk, cent volatility, mortgage swaps, second counterparty, differential swap, floating rate indexes, underlying cap, credit risk exposure, leveraged swaps Key Phrases - Capitalized Phrases (CAPs): (learn more)
Hang Seng, Bloomberg Financial Markets, Federal Reserve, Bank of England, All Ords, Overlay Prices, Financial Times, International Financing Review, Ito's Lemma, Monte Carlo, Arthur Andersen, Libor Source New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 26
books:
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- Derivatives: Practices and Principles on page 23, and Back Matter
- Convertibles and Warrants by P. Aldred in Back Matter
- Options, Futures and Other Derivatives (6th Edition) by John C. Hull in Back Matter
- Probability and Statistics: WITH Minitab Student Version Release 14 by William W. Hines in Back Matter
- Risk Management (Volume in the South-Western Managerial Decision Analysis) by David E. Bell in Back Matter
See all 26 books this book cites
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