Fundamentals of Financial Instruments. Sunil K. Parameswaran

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Fundamentals of Financial Instruments - Sunil K. Parameswaran


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PUT-CALL PARITY IMPLICATIONS FOR THE TIME VALUE PUT-CALL PARITY WITH DIVIDENDS IMPLICATIONS FOR THE TIME VALUE A VERY IMPORTANT PROPERTY FOR AMERICAN CALLS EARLY EXERCISE OF OPTIONS: AN ANALYSIS PROFIT PROFILES SPECULATION WITH OPTIONS HEDGING WITH OPTIONS VALUATION THE BINOMIAL OPTION PRICING MODEL THE TWO-PERIOD MODEL VALUATION OF EUROPEAN PUT OPTIONS VALUING AMERICAN OPTIONS IMPLEMENTING THE BINOMIAL MODEL IN PRACTICE THE BLACK-SCHOLES MODEL PUT-CALL PARITY INTERPRETATION OF THE BLACK-SCHOLES FORMULA THE GREEKS OPTION STRATEGIES FUTURES OPTIONS PUT-CALL PARITY THE BLACK MODEL NOTES

      16  CHAPTER 8: Foreign Exchange INTRODUCTION CURRENCY CODES BASE AND VARIABLE CURRENCIES DIRECT AND INDIRECT QUOTES EUROPEAN TERMS AND AMERICAN TERMS BID AND ASK QUOTES APPRECIATING AND DEPRECIATING CURRENCIES CONVERTING DIRECT QUOTES TO INDIRECT QUOTES POINTS RATES OF RETURN THE IMPACT OF SPREADS ON RETURNS ARBITRAGE IN SPOT MARKETS ONE-POINT ARBITRAGE TWO-POINT ARBITRAGE TRIANGULAR ARBITRAGE CROSS RATES MARKET RATES AND EXCHANGE MARGINS VALUE DATES THE FORWARD MARKET OUTRIGHT FORWARD RATES SWAP POINTS BROKEN-DATED CONTRACTS COVERED INTEREST ARBITRAGE A PERFECT MARKET FOREIGN EXCHANGE SWAPS THE COST THE MOTIVE INTERPRETATION OF THE SWAP POINTS A CLARIFICATION SHORT-DATE CONTRACTS OPTION FORWARDS NONDELIVERABLE FORWARDS RANGE FORWARDS FUTURES MARKETS HEDGING USING CURRENCY FUTURES A SELLING HEDGE A BUYING HEDGE EXCHANGE-TRADED FOREIGN CURRENCY OPTIONS SPECULATING WITH FOREX OPTIONS EXCHANGE RATES AND COMPETITIVENESS NOTES

      17  CHAPTER 9: Mortgages and Mortgage-backed Securities INTRODUCTION MARKET PARTICIPANTS MORTGAGE ORIGINATION RISKS IN MORTGAGE LENDING OTHER MORTGAGE STRUCTURES PSA PREPAYMENT BENCHMARK ANALYSIS EXTENSION RISK AND CONTRACTION RISK ACCRUAL BONDS FLOATING RATE TRANCHES NOTIONAL INTEREST-ONLY TRANCHE INTEREST-ONLY AND PRINCIPAL-ONLY STRIPS PAC BONDS NOTES

      18  CHAPTER 10: Swaps


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