Research Catalog

Title

The Handbook of derivative instruments : investment research, analysis, and portfolio applications / Atsuo Konishi, Ravi E. Dattatreya, [editors].

Publication

Chicago, Ill : Irwin Professional Publishing, 1996.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Konishi, Atsuo.
• Dattatreya, Ravi E.

Description

xii, 946 pages : illustrations; 24 cm

Subjects

• Portfolio management
• Investment analysis
• Derivative securities

Bibliography (note)

• Includes bibliographical references and index.

Contents

• Ch. 1. Introduction / Atsuo Konishi and Ravi E. Dattatreya -- Ch. 2. Short-Term Interest Rate Futures, Options, and Trading Strategies / Satish Swamy -- Ch. 3. Hedging With Bond and Note Futures / Galen D. Burghardt and Terrence M. Belton -- Ch. 4. The Convexity Bias in Eurodollar Futures / Galen Burghardt and Bill Hoskins -- Ch. 5. Hedging and Trading With Municipal Bond Futures / Galen Burghardt, Liz Flores and James Horning -- Ch. 6. Introduction to Interest Rate Swaps / Ravi E. Dattatreya, Rau E. S. Venkatesh and Vijaya Venkatesh -- Ch. 7. Indexed Amortizing Swaps / Bjorn Pettersen and Vijay R. Raghavan -- Ch. 8. Applications of Index Amortization Swaps / Ramine Rouhani -- Ch. 9. How to Hedge Servicing and Other IO-Type Instruments / Laurie S. Goodman -- Ch. 10. A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options / Fischer Black, Emmanuel Derman and William Toy --
• Ch. 11. Bond and Option Pricing When Short Rates are Lognormal / Fischer Black and Piotr Karasinski -- Ch. 12. Range Floaters / Satyajit Das -- Ch. 13. Stock Index Futures, Options, and Trading Strategies / Satish Swamy -- Ch. 14. Managing Cash Flow Risk in Stock Index Futures: The Tail Hedge / Ira G. Kawaller and Timothy W. Koch -- Ch. 15. Introduction to Stock Options / Richard M. Bookstabler -- Ch. 16. Analyzing the Equity-Linked Note / James J. Crawford -- Ch. 17. Recent Applications for Equity Derivatives / Ronald Slivka -- Ch. 18. Universal Hedging / Fischer Black -- Ch. 19. Convertible Bond Basics / Dan Rissin -- Ch. 20. Pricing Convertible Bonds / Thomas Ho -- Ch. 21. The Foreign Exchange Market: Spot, Forward, and Futures Contracts and Hedging Applications / David F. DeRosa -- Ch. 22. The Foreign Exchange Market: Currency Options / David F. DeRosa -- Ch. 23. Managing the Market Risk of Derivatives / Steven L. Allen --
• Ch. 24. Interest Rate Risk Management: The Risk Point Method / Ravi E. Dattatreya and Raj S. Pendarika -- Ch. 25. Ten Important Risk Management Steps for End-Users / Leslie Rahl and Tanya Styblo Beder -- Ch. 26. Corporate Exposure Management: An Alternative Approach / Azam Mistry -- Ch. 27. Credit Derivatives: A Primer / J. Gregg Whittaker and Sumita Kumar -- Ch. 28. Portfolio Simulation Model Analysis of Derivative Product Credit Risk / Augustus Moore -- Ch. 29. Triple-A Derivative Product Vehicles / Jennifer White -- Ch. 30. How to Use the Holes in Black-Scholes / Fischer Black -- Ch. 31. Using Derivative Products to Manage the Risk and Return of Life Insurance Companies / Thomas A. McAvity, Jr. -- Ch. 32. Derivative Embedded Securities - Structural Aspects / Satyajit Das -- Ch. 33. Use of Options and Futures for Tactical Asset Allocation / Roger G. Clarke -- Ch. 34. Global Portfolio Optimization / Fischer Black and Robert Litterman --
• Ch. 35. Opportunities for Hedging and Trading With Catastrophe Insurance Futures and Options / Joseph B. Cole and Richard L. Sandor -- Ch. 36. Turning Positive Convexity Into Dollars / Laurie S. Goodman -- Ch. 37. Evaluating Inverse Floaters / Laurie S. Goodman, Jeffrey Ho and Linda L. Howell -- Ch. 38. Restructuring Adjustable-Rate Mortgages / Venkat T. Ramdev, Lev Borodovsky and Matthew C. Baber -- Ch. 39. Exploring Prepayment Functions in OAS Models / Jeffrey Ho -- Ch. 40. Efficient Procedures for Valuing European and American Path-Dependent Options / John Hull and Alan White -- Ch. 41. Exotic Options / K. Ravindran.

ISBN

1557388679

OCLC

• 33665998
• ocm33665998

Owning Institutions

Columbia University Libraries