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ANALYSIS or DERIVATIVE INVESTMENTS
READING FUTURES MARKETS AND CONTRACTS
OPTIONS SWAPS INTEREST RATE
12 other sections not shown
active portfolio amount arbitrage Bank beneﬁts beta buyer calculate call option capital CAPM cash ﬂow cash flows cost counterparty coupon credit risk currency swap dealer deﬁned delivery derivatives discount dividends dollar equation euro Eurodollar example exchange rate exercise price exercise rate expected return factor ﬁnancial ﬁnd ﬁrm ﬁrst ﬁxed payment ﬁxed rate ﬁxed-rate ﬂoating payments ﬂoating rate ﬂoating-rate ﬂoor formula forward contract forward price fund futures contract futures price hedge income index model instruments interest rate swap investment investor issue LIBOR long position margin marked to market market portfolio market value maturity million notional principal option price party payoff percent period portfolio management present value proﬁt put option rate of return receive reﬂects retum risk premium risk-free rate risky portfolio sell seller settlement short position signiﬁcant speciﬁc spot price stock price strategy swaption T-bill term structure trading transaction underlying asset underlying price volatility zero