Mastering Derivatives Markets
A Step-By-Step Guide to the Products, Applications and Risks
Овладевая рынками производных ценных бумаг
Пошаговое руководство по продуктам, приложениям и рискам

Background and development of the derivatives market; Introduction; Uses of derivatives; Range of derivatives; Liquidity and credit risk; Market volumes; Introduction to derivatives; Different types of derivatives; 'Underlying' markets; Main implications of dealing with derivatives; Users of derivatives; Uses of derivatives; Interest rate derivatives; Introduction; Yield curves; Single settlement interest rate derivatives; Financial futures contracts; Forward rate agreements; Basic option concepts; Interest rate options; Multiple settlement interest rate derivatives; Introduction; Interest rate caps and floors; Interest rate collars; Interest rate swaps; Currency derivatives; Introduction; Over the counter current options; Currency options: reduced premium strategies; Currency swaps; Equity derivatives; Introduction; Background; Single stocks or equity indices? Stock index futures; Stock index options; Single stock options; Equity index swaps; Commodity derivatives; Introduction; Exchange-traded energy derivatives; Exchange-traded futures contracts; Exchange-traded option contracts; OTC or 'off-exchange' energy derivatives; OTC option products; OTC oil swaps; Credit risk on derivatives; Introduction; Basic information; Counterparty risk; Product risk; Swap credit risk; Financial futures credit risk; FRA credit risk; Options credit risk; The compliance function on a UK derivatives practitioner; Introduction; The role of the compliance function within a derivatives practitioner; Principal responsibilities of the compliance function; OTC derivatives industry practice; Crime and derivatives; Money laundering; Conclusion; Glossary; Index.