The handbook of derivatives & synthetics : innovations, technologies, and strategies in the global markets / Robert A. Klein & Jess Lederman, editors.
1994
HG6024.A3 H37 1994 (Map It)
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Details
Title
The handbook of derivatives & synthetics : innovations, technologies, and strategies in the global markets / Robert A. Klein & Jess Lederman, editors.
Published
Chicago : Irwin, [1994]
Copyright
©1994
Call Number
HG6024.A3 H37 1994
ISBN
1557385548
Description
xxxi, 948 pages : illustrations ; 24 cm
System Control No.
(OCoLC)59810354
Bibliography, etc. Note
Includes bibliographical references and index.
Record Appears in
Variant Title
Handbook of derivatives and synthetics
Table of Contents
Preface
Contributing Authors
Introduction: The Development and Evolution of Derivative Products / Joseph S. Rizzello
1
Ch. 1
Index Options: Fundamental Concepts and Strategies / J. Marc Allaire
23
Ch. 2
FLEX Options: A New Generation of Derivatives / William Barclay
43
Ch. 3
Exotic Options in Action / Kosrow Dehnad
55
Ch. 4
A Survey of Spread Options for Fixed-Income Investors / Scott McDermott
71
Ch. 5
Swaps and the Derivative Markets / Eileen Baecher
113
Ch. 6
Municipal Derivative Securities / Gary Gray Patrick Cusatis
145
Ch. 7
Fixed-Income Hybrid and Synthetic Securities / Christopher J. Williams Melinda M. Twomey Hasan Latif Bruce M. Usher Ming Jiao Hsia DiAnne Calabrisotto
179
Ch. 8
Opportunities for Hedging and Trading with Catastrophe Insurance Futures and Options / Joseph B. Cole Richard L. Sandor
195
Ch. 9
The Derivative Products Company / Lisa M. Raiti
211
Ch. 10
Derivatives in Pension Plan Management / Thomas A. Szczesny
221
Ch. 11
Industry Trends and Evolution in Managed Futures / Lois B. Peltz
227
Ch. 12
Using Managed Futures as a Profit Center within a Conventional Portfolio / Jeff Reckseit
247
Ch. 13
A Technician's Approach to Option Trading / Jay J. Shartsis
263
Ch. 14
Market Neutral Investing - A Primer / Jeff Landle
275
Ch. 15
Through the Looking Glass: Cash, the "Other Side" of Derivatives / Jacob Navon
293
Ch. 16
Performance Measurement for Derivatives / Tanya Styblo Beder
313
Ch. 17
A Credit Grade Risk Migration Utility (CGRMU) / Robert M. Mark
323
Ch. 18
What Makes a Good OTC Counterparty? / Leslie Lynn Rahl
331
Ch. 19
Exotic Options / Wendy L. Seward Ron S. Dembo
343
Ch. 20
Option's Risk Measurement Units / Robert M. Mark
371
Ch. 21
Derivatives in Currency Management: Theory and Practice / Charles J. Freifeld
383
Ch. 22
Hedging in Markets That Gap / Ron S. Dembo
423
Ch. 23
How Enhanced DPCs Are Rated 'AAA' / Lisa M. Raiti
443
Ch. 24
Derivatives and Global Tactical Asset Allocation / Richard A. Crowell
459
Ch. 25
Global Synthetic Index Funds / Anne B. Eisenberg Brian R. Bruce
471
Ch. 26
Derivatives on Emerging Market Sovereign Debt Instruments / Varun Gosain
477
Ch. 27
Managed Futures and Emerging Markets / Michael Keppler
491
Ch. 28
Derivatives in the Spanish Market / Juan-Antonio Ketterer
507
Ch. 29
DTB: The German Futures and Options Exchange / Jorg Franke
525
Ch. 30
The MATIF: The French Derivatives Market / Gerard Pfauwadel
529
Ch. 31
Next Generation Trading System (NGTS) at the Oslo Stock Exchange / Jan Aaseth Roger Kristiansen
575
Ch. 32
A Pan-European Stock Index Futures Contract: The Eurotop 100 Prospects and Outlook / R. McFall Lamm, Jr.
589
Ch. 33
The Development of Derivatives Markets in the Asia-Pacific Region / Andrew Parry
603
Ch. 34
The Development of a Financial Futures and Options Market in Tokyo Planning and Coordination Section, The Tokyo International Financial Futures Exchange
611
Ch. 35
Exchange Alliances and Linkages / David Courtney
617
Ch. 36
The Building Blocks of Derivatives Technology / Peter Harris
627
Ch. 37
Operational Challenges of Derivative Products / Steven A. Babus
641
Ch. 38
Systems to Support Derivative Products / Colin Southall
659
Ch. 39
Regulation of Exchange-Traded Options / Brandon Becker Jeffrey P. Burns
679
Ch. 40
Regulatory Issues Presented by the Growth of OTC Derivatives: Why Off-Exchange Is No Longer Off-Limits / Sheila C. Bair
699
Ch. 41
Legal Issues Associated with Derivative Municipal Securities Created in the Secondary Market / George G. Wolf Gary A. Herrmann Adam W. Glass
715
Ch. 42
U.S. Tax Considerations for Institutional Investors Acquiring Derivative Products: A Methodology for Evaluating Tax Risks / Steven D. Conlon Vincent M. Aquilino
759
Ch. 43
Accounting and Financial Reporting for Derivatives and Synthetics / Robert H. Herz
821
Appendix
877
Glossary
911
Index
915