Fundamentals of Financial Instruments. Sunil K. Parameswaran

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Fundamentals of Financial Instruments - Sunil K. Parameswaran


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REPOS GENERAL COLLATERAL VERSUS SPECIAL REPOS MARGINS SALE AND BUYBACK COLLATERAL REPOS AND OPEN MARKET OPERATIONS NEGOTIABLE CDs NOTATION COST OF A CD FOR THE ISSUING BANK TERM CDs CDs VERSUS MONEY MARKET TIME DEPOSITS COMMERCIAL PAPER LETTERS OF CREDIT AND BANK GUARANTEES YANKEE PAPER CREDIT RATING MOODY'S RATING SCALE S&P'S RATING SCALE FITCH'S RATING SCALE BILLS OF EXCHANGE DOCUMENTS AGAINST PAYMENT (DAP) VERSUS DOCUMENTS AGAINST ACCEPTANCE (DAA) TRANSACTIONS ELIGIBLE AND NONELIGIBLE BANK BILLS BUYING AND SELLING BILLS BANKERS' ACCEPTANCE ACCEPTANCE CREDITS EUROCURRENCY DEPOSITS APPENDIX NOTES

      14  CHAPTER 6: Forward and Futures Contracts INTRODUCTION MARKING TO MARKET FOR A TRADER IN PRACTICE DELIVERY OPTIONS PROFIT DIAGRAMS VALUE AT RISK THE EXPECTED SHORTFALL SPOT-FUTURES EQUIVALENCE PRODUCTS AND EXCHANGES CASH-AND-CARRY ARBITRAGE REVERSE CASH-AND-CARRY ARBITRAGE REPO AND REVERSE REPO RATES SYNTHETIC SECURITIES VALUATION THE CASE OF ASSETS MAKING PAYOUTS PHYSICAL ASSETS NET CARRY BACKWARDATION AND CONTANGO THE CASE OF MULTIPLE DELIVERABLE GRADES RISK ARBITRAGE THE CASE OF MULTIPLICATIVE ADJUSTMENT THE CASE OF ADDITIVE ADJUSTMENT TRADING VOLUME AND OPEN INTEREST DELIVERY CASH SETTLEMENT HEDGING AND SPECULATION ROLLING A HEDGE TAILING A HEDGE THE MINIMUM VARIANCE HEDGE RATIO ESTIMATION OF THE HEDGE RATIO AND THE HEDGING EFFECTIVENESS CROSS-HEDGING SPECULATION LEVERAGE CONTRACT VALUE FORWARD VERSUS FUTURES PRICES HEDGING THE RATE OF RETURN ON A STOCK PORTFOLIO CHANGING THE BETA PROGRAM TRADING STOCK PICKING PORTFOLIO INSURANCE IMPORTANCE OF FUTURES NOTES

      15  CHAPTER 7: Options Contracts INTRODUCTION NOTATION EXERCISING OPTIONS MONEYNESS EXCHANGE-TRADED OPTIONS OPTION CLASS AND OPTION SERIES FLEX OPTIONS CONTRACT ASSIGNMENT ADJUSTING FOR CORPORATE ACTIONS NONNEGATIVE OPTION PREMIA INTRINSIC VALUE AND TIME VALUE TIME VALUE OF AMERICAN OPTIONS TIME VALUE AT EXPIRATION


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