DERIVATIVES WORKBK

1. Auflage 2017
ISBN: 978-1-119-38183-9
Verlag: WILEY

Buch, Englisch, 128 Seiten, Format (B × H): 180 mm x 253 mm, Gewicht: 236 g

Reihe: The CFA Institute Series

Lieferung vom Verlag mit leichten Qualitätsmängeln möglich

Autoren/Hrsg.

Pirie, Wendy L.

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bank- und Finanzwirtschaft: Lehrbücher, Handbücher
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Inhaltsverzeichnis

PART ILearning Objectives, Summary Overview, and ProblemsCHAPTER 1Derivative Markets and Instruments 3Learning Outcomes 3Summary Overview 3Problems 5CHAPTER 2Basics of Derivatives Pricing and Valuation 7Learning Outcomes 7Summary Overview 8Problems 9CHAPTER 3Pricing and Valuation of Forward Commitments 13Learning Outcomes 13Summary Overview 13Problems 14CHAPTER 4Valuation of Contingent Claims 21Learning Outcomes 21Summary Overview 22Problems 24CHAPTER 5Derivatives Strategies 31Learning Outcomes 31Summary Overview 31Problems 32CHAPTER 6Risk Management 35Learning Outcomes 35Summary Overview 36Problems 38CHAPTER 7Risk Management Applications of Forward and Futures Strategies 47Learning Outcomes 47Summary Overview 47Problems 49CHAPTER 8Risk Management Applications of Option Strategies 53Learning Outcomes 53Summary Overview 53Problems 56CHAPTER 9Risk Management Applications of Swap Strategies 61Learning Outcomes 61Summary Overview 61Problems 64PART IISolutionsCHAPTER 1Derivative Markets and Instruments 75Solutions 75CHAPTER 2Basics of Derivatives Pricing and Valuation 79Solutions 79CHAPTER 3Pricing and Valuation of Forward Commitments 83Solutions 83CHAPTER 4Valuation of Contingent Claims 89Solutions 89CHAPTER 5Derivatives Strategies 93Solutions 93CHAPTER 6Risk Management 95Solutions 95CHAPTER 7Risk Management Applications of Forward and Futures Strategies 101Solutions 101CHAPTER 8Risk Management Applications of Option Strategies 105Solutions 105CHAPTER 9Risk Management Applications of Swap Strategies 111Solutions 111

Über Autor(innen)

WENDY L. PIRIE, PHD, CFA, is Director, Curriculum Projects, in the Education Division at CFA Institute. She holds a PhD in accounting and finance from Queen's University at Kingston, Ontario, and MBAs from the Universities of Toronto and Calgary. She is a member of CFA Institute, New York Society of Security Analysts, and CFA Society Chicago.