Description
Book SynopsisApply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professionals seeking additional guidance on working with derivatives instruments.
Table of ContentsPA RT I Learning Objectives, Summary Overview, and Problems
CHAPTER 1 Derivative Markets and Instruments 3
Learning Outcomes 3
Summary Overview 3
Problems 5
CHAPTER 2 Basics of Derivatives Pricing and Valuation 7
Learning Outcomes 7
Summary Overview 8
Problems 9
CHAPTER 3 Pricing and Valuation of Forward Commitments 13
Learning Outcomes 13
Summary Overview 13
Problems 14
CHAPTER 4 Valuation of Contingent Claims 21
Learning Outcomes 21
Summary Overview 22
Problems 24
CHAPTER 5 Derivatives Strategies 31
Learning Outcomes 31
Summary Overview 31
Problems 32
CHAPTER 6 Risk Management 35
Learning Outcomes 35
Summary Overview 36
Problems 38
CHAPTER 7 Risk Management Applications of Forward and Futures Strategies 47
Learning Outcomes 47
Summary Overview 47
Problems 49
CHAPTER 8 Risk Management Applications of Option Strategies 53
Learning Outcomes 53
Summary Overview 53
Problems 56
CHAPTER 9 Risk Management Applications of Swap Strategies 61
Learning Outcomes 61
Summary Overview 61
Problems 64
PART II Solutions
CHAPTER 1 Derivative Markets and Instruments 75
Solutions 75
CHAPTER 2 Basics of Derivatives Pricing and Valuation 79
Solutions 79
CHAPTER 3 Pricing and Valuation of Forward Commitments 83
Solutions 83
CHAPTER 4 Valuation of Contingent Claims 89
Solutions 89
CHAPTER 5 Derivatives Strategies 93
Solutions 93
CHAPTER 6 Risk Management 95
Solutions 95
CHAPTER 7 Risk Management Applications of Forward and Futures Strategies 101
Solutions 101
CHAPTER 8 Risk Management Applications of Option Strategies 105
Solutions 105
CHAPTER 9 Risk Management Applications of Swap Strategies 111
Solutions 111
