1. Baskı,
Ekim 2023
Kitabın Detayları
Dili:
İngilizce
Ebat:
13x19
Sayfa Sayısı:
187
Kitabın Fiyatı:
195,00₺
24 saat içerisinde temin edilir.
Kitabın Açıklaması
This book provides a comprehensive exploration of derivative markets, making it a valuable resource for the beginners and the experienced professionals. It explains the basic principles, tools, and strategies that are the foundation of modern derivative markets. Starting from the basic concept of derivatives and going into the details of options, futures, swaps, and how they are used, this book gives you a solid understanding of how financial instruments interact with market dynamics.
It uses real-life examples and practical insights to connect theory with real-world applications, helping readers gain the knowledge and skills needed to navigate the complexities of derivative markets with confidence.
Kitabın Konu Başlıkları
Derıvatives Markets
Futures Contracts
Option Contracts
Other Derıvatives Products Linked to Commodities
Swaps
Kitapla İlgili Kategoriler
Yorumlar
Kitabın İçindekileri
Contents
Abstract
7
Author
9
List of Tables
15
List of Figures
17
Introduction
19
1. DERIVATIVES MARKETS
21
1.1. Development of Commodity Derivatives Markets
25
1.2. Development of Financial Derivatives Markets
32
1.3. Major Commodity Derivatives Markets
38
1.3.1. CME Group
39
1.3.2. London Metal Exchange (LME)
40
1.3.3. Minneapolis Grain Exchange (MGE)
41
1.3.4. Intercontinental Exchange (ICE)
42
1.3.5. European Energy Exchange (EEX Group)
43
1.3.6. Tokyo Commodity Exchange (TOCOM)
43
1.3.7. Multi Commodity Exchange of India Limited (MCX)
44
1.3.8. Dalian Commodity Exchange (DCE)
46
1.4. Over The Counter (OTC) Markets
46
1.5. Clearinghouse in Derivatives Markets
48
1.6. Market Makers in Derivatives Markets
50
1.7. Quotes in Derivatives Markets
50
1.8. Derivatives Markets in Turkey
51
2. FUTURES CONTRACTS
53
2.1. Margin
57
2.2. Futures Market Orders
62
2.3. Basis and Spread
64
2.4. Pricing
65
2.4.1. Pricing Perishable Commodity Futures Contracts.
68
2.4.2. Pricing Storable Commodity Futures Contracts
69
2.4.3. Pricing Financial Futures Contracts
72
2.4.3.1. Pricing Stock Index Futures Contracts
72
2.4.3.2. Pricing of Currency Futures Contracts
77
2.4.3.3. Pricing of Fixed–Income Securities Contracts
78
2.5. Hedging with Futures Contracts
79
2.5.1. Short Hedge
79
2.5.2. Long Hedge
82
2.5.3. Hedging against Currency Risk
83
2.5.4. Forward Hedge
85
2.5.4. Cross Hedge
85
2.5.5. Micro/Macro Hedge
86
2.5.6. Strip/Stack Hedge
87
2.5.7. Hedging by Minimizing Risk / Hedge Ratio
88
2.6. Investing in Commodity Futures Contracts
91
2.7. Crypto Futures Contracts
99
3. OPTION CONTRACTS
105
3.1. Notation
107
3.2. Option Positions
108
3.2.1. Long Call
109
3.2.2. Short Call
111
3.2.3. Long Put
113
3.2.4. Short Put
115
3.2.5. In the Money, at the Money, out of the Money
117
3.3. Position and Transaction Limits
117
3.4. Option Strategies
118
3.4.1. Long Straddle
118
3.4.2. Short Straddle
122
3.4.3. Long Strangle
126
3.4.4. Short Strangle
127
3.4.5. Bull Spread with Calls
128
3.4.6. Bear Spread with Calls
131
3.4.7. Bull Spread with Puts
133
3.4.8. Bear Spread with Puts
134
3.4.9. Butterfly Spread Long Call
135
3.4.10. Butterfly Spread Short Call
139
3.4.11. Butterfly Spread Put Long
140
3.4.12. Butterfly Spread Short Put
143
3.4.13. Option Combinations and Option Returns
144
3.5. Factors Affecting the Price of an Option
146
3.6. Black–Scholes Option Pricing Model
148
3.7. Greek’s
150
3.7.1. Delta
150
3.7.2. Theta
152
3.7.3. Gamma
153
3.7.4. Vega
153
3.7.5. Rho
154
3.8. Real Estate–Based Option Contracts
155
4. OTHER DERIVATIVES PRODUCTS LINKED TO COMMODITIES
159
4.1. Commodity Swaps
159
4.2. Commodity Futures Options
160
4.3. Warrants
161
4.4. Commodity–Linked Debt Instruments
162
5. SWAPS
165
5.1. Interest Rate Swaps
166
5.2. Swap Valuation
168
5.3. Foreign Exchange Swaps
170
5.4. Credit Default Swaps
175
References
181
Kitabın Fiyatı:
195,00₺
24 saat içerisinde temin edilir.
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