TAILIEUCHUNG - Ebook Derivatives markets (3E): Part 2

(BQ) Part 2 book "Derivatives markets" has contents: Financial engineering and security design, corporate applications, real options, monte carlo valuation, the lognormal distribution, risk neutral and martingale pricing, interest rate and bond derivatives,.and other contents. | To download more slides, ebooks, solution manual, and test bank, visit PART Financial Engineering and Applications I n the preceding chapters we have focused on forwards, swaps, and options (including exotic options) as stand-alone financial claims. In the next three chapters we will see that these claims can be used as financial building blocks to create new claims, and also see that derivatives pricing theory can help us understand corporate financial policy and the valuation of investment projects. Specifically, in Chapter 15 we see how it is possible to construct and price bonds that make payments that, instead of being denominated in cash, are denominated in stocks, commodities, and different currencies. Such bonds can be structured to contain embedded options. We also see how such claims can be used for risk management and how their issuance can be motivated by tax and regulatory considerations. Chapter 16 examines some corporate contexts in which derivatives are important, including corporate financial policy, compensation options, and mergers. Chapter 17 examines real options, in which the insights from derivatives pricing are used to value investment projects. To download more slides, ebooks, solution manual, and test bank, visit This page intentionally left blank To download more slides, ebooks, solution manual, and test bank, visit 15 F Financial Engineering and Security Design orwards, calls, puts, and common exotic options can be added to bonds or otherwise combined to create new securities. For example, many traded securities are effectively bonds with embedded options. Individual derivatives thus become building blocks—ingredients used to construct new kinds of financial products. In this chapter we will see how to assemble the ingredients to create new products. The process of constructing new instruments from these building blocks is called .

• Kinh tế học
• Derivatives markets
• Financial engineering
• Security design
• Corporate applications
• Real options
• Monte carlo valuation
• The lognormal distribution
• Learning management system
• Financial derivatives
• Lecture Financial derivatives
• Financial Markets
• Weather sensitivity
• Financial management
• Weather risk
• Energy derivatives
• Derivative market in Brazil
• Types of Contracts
• Nature of derivatives
• Exchange market
• Mechanics of futures markets
• OTC markets
• The CFA program
• Ebook Analysis of derivatives
• Forward markets and contracts
• Futures markets and contracts
• Option markets and contracts
• Swap markets and contracts
• Types of traders
• Regulation of futures
• Forward contracts
• Long Hedge
• Short Hedge
• Baring Bank
• Internal auditing
• Financial services
• Managing transaction exposure
• Changing beta
• Individual stock
• Interest rate futures
• Interest rates
• Treasury bonds futures
• Cheapest to deliver bonds
• Value at Risk
• Calculating VAR
• Worst Case Scenario Analysis
• Clearwater seafoods
• Interest rate options
• Interest rate swaps
• Foreign currency swaps
• High Interest rates
• Exchange rate Fluctuation
• International Financial Management
• The black scholes merton equation
• Bond derivatives