Over-the-counter Derivative Products

Over-the-counter Derivative Products
Author :
Publisher : Irwin Professional Publishing
Total Pages : 552
Release :
ISBN-10 : STANFORD:36105060440380
ISBN-13 :
Rating : 4/5 (80 Downloads)

Synopsis Over-the-counter Derivative Products by : Robert M. McLaughlin

"Over-the-Counter Derivative Products is the first clearly-written, systematic derivatives book for fiduciaries, senior executives, and lawyers of corporations, banks, pension funds, insurance companies - anyone who needs to know more about the booming derivatives marketplace. Written in layman's terms by globally-experienced derivatives and finance attorney Robert M. McLaughlin, Over-the-Counter Derivative Products is filled with examples, case histories and quotes from leading financial economists and legal writings that vividly bring today's derivatives marketplace to life."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

OTC Markets in Derivative Instruments

OTC Markets in Derivative Instruments
Author :
Publisher : Springer
Total Pages : 308
Release :
ISBN-10 : 9781349130535
ISBN-13 : 1349130532
Rating : 4/5 (35 Downloads)

Synopsis OTC Markets in Derivative Instruments by : Nick Cavalla

To date, most academic and practical texts have concentrated on the exchange-traded markets and focused on the nature and price characteristics of the various listed instruments. By contrast, OTC Markets in Derivative Instruments deals in detail with the complexities of the over-the-counter markets - extending a description of the core products to a discussion of real world applications and risks. Regulatory, accounting and tax issues are also covered. Contributors include Bankers Trust, BZW, GNI, Goldman Sachs, J.P. Morgan, Natwest Futures, Midland Montagu and Mitsubishi.

OTC Derivatives: Bilateral Trading and Central Clearing

OTC Derivatives: Bilateral Trading and Central Clearing
Author :
Publisher : Palgrave Macmillan
Total Pages : 304
Release :
ISBN-10 : 1137293853
ISBN-13 : 9781137293855
Rating : 4/5 (53 Downloads)

Synopsis OTC Derivatives: Bilateral Trading and Central Clearing by : David Murphy

The OTC derivatives market has been hit by a massive wave of regulatory change. Capital and margin requirements have increased, trade reporting has been mandated, and execution mechanisms are evolving. Most of all, central clearing is being imposed for many transactions. OTC Derivatives: Bilateral Trading and Central Clearing explains the new rules and the new models. It discusses the traditional bilateral market, then sets out how this will change due to mandatory central clearing and the new ways in which OTC derivatives will have to be traded, reported, and processed. The risks of OTC derivatives clearing houses are discussed in detail, as are the protections that CCPs have against these risks. The book also looks at alternatives to some of the policy decisions that have been made, showing the balance between costs and benefits of various different approaches to derivatives market stability. The book is both a detailed primer on OTC derivatives clearing and a powerful insight into post-crisis financial regulation. Key features of the book include: • A discussion of the capital rules for OTC derivatives counterparty credit risk in Basel III; • An account of OTC derivatives trade processing in both bilateral and cleared markets; • A detailed account of the risk profile of OTC derivatives CCPs; • An explanation of the risks run in various collateral segregation models; and • A comparison of various macro-prudential tools for enhancing the financial stability of OTC derivatives markets.

The Effective Regulation of the Over-the-counter Derivatives Market

The Effective Regulation of the Over-the-counter Derivatives Market
Author :
Publisher :
Total Pages : 216
Release :
ISBN-10 : PURD:32754081168795
ISBN-13 :
Rating : 4/5 (95 Downloads)

Synopsis The Effective Regulation of the Over-the-counter Derivatives Market by : United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises

Over-the-counter Derivatives

Over-the-counter Derivatives
Author :
Publisher :
Total Pages : 196
Release :
ISBN-10 : PURD:32754081251260
ISBN-13 :
Rating : 4/5 (60 Downloads)

Synopsis Over-the-counter Derivatives by : United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on Securities, Insurance, and Investment

Derivative Products and Pricing

Derivative Products and Pricing
Author :
Publisher : John Wiley & Sons
Total Pages : 873
Release :
ISBN-10 : 9780470821640
ISBN-13 : 0470821647
Rating : 4/5 (40 Downloads)

Synopsis Derivative Products and Pricing by : Satyajit Das

Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

The Swaps and Financial Derivatives Library

The Swaps and Financial Derivatives Library
Author :
Publisher : Wiley
Total Pages : 0
Release :
ISBN-10 : 0470821760
ISBN-13 : 9780470821763
Rating : 4/5 (60 Downloads)

Synopsis The Swaps and Financial Derivatives Library by : Satyajit Das

The Das Swaps & Financial Derivatives Library – Third Edition, Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps & Derivative Financing – Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition. The Das Swaps & Financial Derivatives Library – Third Edition, Revised is a four-volume set that incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text. The four volumes in this set are: Derivative Products & Pricing Risk Management Structured Products Volume 1: Exotic Options, Interest Rates & Currency Structured Products Volume 2: Equity, Commodity, Credit & New Markets

Financial Derivatives

Financial Derivatives
Author :
Publisher : John Wiley & Sons
Total Pages : 337
Release :
ISBN-10 : 9780471467663
ISBN-13 : 0471467669
Rating : 4/5 (63 Downloads)

Synopsis Financial Derivatives by : Rob Quail

"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.

The Theory and Practice of Investment Management

The Theory and Practice of Investment Management
Author :
Publisher : John Wiley & Sons
Total Pages : 708
Release :
ISBN-10 : 9781118067567
ISBN-13 : 1118067568
Rating : 4/5 (67 Downloads)

Synopsis The Theory and Practice of Investment Management by : Frank J. Fabozzi

An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances. Contains new material on the latest tools and strategies for both equity and fixed income portfolio management Includes key take-aways as well as study questions at the conclusion of each chapter A timely updated guide to an important topic in today's investment world This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena.

Recommendations for Central Counterparties

Recommendations for Central Counterparties
Author :
Publisher :
Total Pages : 80
Release :
ISBN-10 : IND:30000116787171
ISBN-13 :
Rating : 4/5 (71 Downloads)

Synopsis Recommendations for Central Counterparties by : Group of Ten. Committee on Payment and Settlement Systems