Lien ebook : https://univ-scholarvox-com.ezproxy.univ-catholille.fr/book/88825707

eISBN : 978-0-12-386968-5

Sommaire :

Chapter 1 - Introduction
Chapter 2 - Institutional Aspects of Derivative Markets
Chapter 3 - Cash Flow Engineering, Interest Rate Forwards and Futures
Chapter 4 - Introduction to Interest-Rate Swap Engineering
Chapter 5 - Repo Market Strategies in Financial Engineering
Chapter 6 - Cash Flow Engineering in Foreign Exchange Markets
Chapter 7 - Cash Flow Engineering and Alternative Classes (Commodities and Hedge Funds)
Chapter 8 - Dynamic Replication Methods and Synthetics Engineering
Chapter 9 - Mechanics of Options
Chapter 10 - Engineering Convexity Positions
Chapter 11 - Options Engineering with Applications
Chapter 12 - Pricing Tools in Financial Engineering
Chapter 13 - Some Applications of the Fundamental Theorem
Chapter 14 - Fixed Income Engineering
Chapter 15 - Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading
Chapter 16 - Correlation as an Asset Class and the Smile
Chapter 17 - Caps/Floors and Swaptions with an Application to Mortgages
Chapter 18 - Credit Markets: CDS Engineering
Chapter 19 - Engineering of Equity Instruments and Structural Models of Default
Chapter 20 - Essentials of Structured Product Engineering
Chapter 21 - Securitization, ABSs, CDOs, and Credit Structured Products
Chapter 22 - Default Correlation Pricing and Trading
Chapter 23 - Principal Protection Techniques
Chapter 24 - Counterparty Risk, Multiple Curves, CVA, DVA, and FVA

References
Index

Langue : Anglais

Edition : 3ème

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque