Derivatives.
Derivatives is the definitive guide to derivatives and derivative markets. Written by experts working with CFA Institute, this book is an authoritative reference for students and investment professionals interested in the role of derivatives within comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivative markets and their instruments. The companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material.Derivatives have become essential for effective financial risk management and for creating synthetic exposure to asset classes. This book builds a conceptual framework for grasping derivative fundamentals, with systematic coverage and thorough explanations. Readers will: Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the role of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk managementCFA Institute is the world's premier association for investment professionals, and the governing body for CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA Institute brings to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their use in investment management.
Bibliographic Information
| Format: | Book |
|---|---|
| Subject: | Derivative securities |
| Publication Year: | 2021 |
| Language: | English |
| Published: | Hoboken, New Jersey : John Wiley & Sons, Inc., [2021] |
| ISBN: | 9781119850571 1119850576 |
| Series: | CFA Institute investment series |
| Notes: | Originally published: 2017. Includes bibliographical references and index. Derivative markets and instruments -- Basics of derivative pricing and valuation -- Pricing and valuation of forward commitments -- Valuation of contingent claims -- Credit default swaps -- Introduction to commodities and commodity derivatives -- Currency management: an introduction -- Options strategies -- Swaps, forwards, and futures strategies -- Introduction to risk management -- Measuring and managing market risk -- Risk management for individuals -- Case study in risk management: private wealth -- Integrated cases in risk management: institutional. |
| Course: |
BUS410 |
Availability at HKSYU Library
| Location | Call number | Status |
|---|---|---|
| English Book (4/F) | 332.6457 DER 2021 | Available |