Financial derivatives new instruments and their uses
ABCD PBi
Financial derivatives new instruments and their uses
Autor:
Federal Reserve Bank of Atlanta Research Department
Assuntos:
Derivative securities
;
Derivative securities -- United States
;
Financial engineering -- United State
;
Finanzderivat -- Theorie -- Welt
;
Derivat (Wertpapier)
;
ENGENHARIA FINANCEIRA -- ESTADOS UNIDOS
;
DERIVATIVOS
;
Finanzinnovation
Notas:
Includes bibliographical references
Descrição:
Globalization of stock, futures, and options markets / Peter A. Abken -- The effect of the "triple witching hour" on stock market volatility / Steven P. Feinstein and William N. Goetzmann -- The relationship between the S & P 500 index and S & P 500 index futures prices / Ira G. Kawaller, Paul D. Koch and Timothy W. Koch -- Beyond plain vanilla : a taxonomy of swaps / Peter A. Abken -- Interest rate swaps : a review of the issues / Larry D. Wall and John J. Pringle -- Interest rate caps, collars, and floors / Peter A. Abken -- Innovations in modeling the term structure of interest rates / Peter A. Abken -- Beyond duration : measuring interest rate exposure / Hugh Cohen -- Analyzing risk and return for mortgage-backed securities / Stephen D. Smith -- The convexity trap : pitfalls in financing mortgage portfolios and related securities / James H. Gilkeson and Stephen D. Smith -- Path-dependent options / William C. Hunter and David W. Stowe -- Path-dependent options : valuation and applications / William C. Hunter and David W. Stowe -- Evaluating embedded options / Hugh Cohen -- Forecasting stock market volatility using options on index futures / Steven P. Feinstein -- Covered call options : a proposal to ease LDC debt / Steven P. Feinstein and Peter A. Abken -- Capital requirements for interest rate and foreign exchange hedges / Larry D. Wall, John J. Pringle and James E. McNulty
Editor:
Atlanta Federal Reserve Bank of Atlanta, Research Division
Data de criação/publicação:
1993
Formato:
xvi, 238 p. ill. 28 cm.
Idioma:
Inglês
Disponível na Biblioteca:
FEA - Fac. Econ. Adm. Contab. e AtuáriaACERVO DELFIM NETTO (A32.10.12 )