Taylor's Library

Normal view MARC view ISBD view

Financial derivatives [electronic resource] : markets and applications / Obiyathulla Ismath Bacha ; contributions by Pattarake Sarajoti.

By: Ismath Bacha, Obiyathulla.
Contributor(s): Sarajoti, Pattarake.
Publisher: Singapore : World Scientific, 2023Edition: 5th ed.Description: 1 online resource (560 p.).ISBN: 9789811261480; 9811261482.Subject(s): Derivative securities -- Asia
Contents:
Derivatives: introduction and overview -- Derivative markets and trading -- Forward and futures markets: pricing and analysis -- Stock index futures contracts: analysis and applications -- Interest rate futures contracts and currency futures contracts -- Introduction to options -- Equity, equity index, and currency options -- Option strategies and payoffs -- Option pricing -- Replication, synthetics, and arbitrage -- Options in corporate finance and real options -- Interest rate swaps, credit, and other derivatives -- Derivative instruments and Islamic finance -- Answers to select end-of-chapter questions.
Summary: "This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy to read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables easier understanding. Financial derivative contracts from Malaysia and select contracts from Thailand, Singapore, and Hong Kong derivative markets are covered. For each derivative contract, their three common applications hedging, arbitrage, and speculating are shown with fully worked out examples. Extensive use of illustrations, graphics, and vignettes provide for easy comprehension of the underlying logic of derivatives"-- Publisher's website.
No physical items for this record

Includes bibliographical references and index.

Derivatives: introduction and overview -- Derivative markets and trading -- Forward and futures markets: pricing and analysis -- Stock index futures contracts: analysis and applications -- Interest rate futures contracts and currency futures contracts -- Introduction to options -- Equity, equity index, and currency options -- Option strategies and payoffs -- Option pricing -- Replication, synthetics, and arbitrage -- Options in corporate finance and real options -- Interest rate swaps, credit, and other derivatives -- Derivative instruments and Islamic finance -- Answers to select end-of-chapter questions.

"This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy to read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables easier understanding. Financial derivative contracts from Malaysia and select contracts from Thailand, Singapore, and Hong Kong derivative markets are covered. For each derivative contract, their three common applications hedging, arbitrage, and speculating are shown with fully worked out examples. Extensive use of illustrations, graphics, and vignettes provide for easy comprehension of the underlying logic of derivatives"-- Publisher's website.

Online version restricted to NUS staff and students only through NUSNET.

Mode of access: World Wide Web.

System requirements: Internet connectivity; World Wide Web browser.

kmk marc.