Written by a renowned corporate financial advisor, this timely guide offers a
comprehensive treatment of derivative financial instruments, fully covering bonds,
interest swaps, options, futures, Forex, and more. The author explains the strategic use
of derivatives, their place in portfolio management, hedging, and the importance of
managing risk.
Table of contents
1. Accounting for Financial Innovation
2. Derivatives
3. Strategic Use of Derivatives
4. Hedging
5. Risk Assumed with Derivatives
6. Liquidity, Solvency, Regulation, and the Accounting Profession
7. Types of Options
8. Pricing of Options
9. Option Traders, buyers and writers
10. The Greeks: Delta, Gamma, Theta, Kappa, and Rho
11. Credit Risk and Market Risk with Options
12. Futures and Forwards
13. Swaps
14. Interest Rate Management through Derivatives
Dimitris N. Chorafas, Dr.Sc., has worked internationally as an advisor
to financial institutions and industrial corporations since 1961. Over 6,000 banking,
industrial, and government executives worldwide have participated in his seminars. Dr.
Chorafas is the author or numerous business titles, including McGraw-Hill's Managing
Derivative Risk Dr. Chorafas has taught at universities in the United States, Canada,
Germany, and Switzerland.
400 pages, Hardback