Derivatives in a Day : Everything you need to master the mathematics powering derivatives / Stewart Cowley.

Format:

Book

Author/Creator:

Cowley, Stewart (Writer on economics), author.

Language:

English

Subjects (All):

Derivative securities.

Physical Description:

1 online resource (xi, 154 pages) : illustrations

Edition:

First edition.

Place of Publication:

Petersfield, Hampshire, England : Harriman House Ltd, 2019.

Summary:

The derivatives market is enormous - standing at over $500 trillion globally. Supported by simple spreadsheet examples and illustrations, Cowley on Derivatives is perfect for anyone who wants to get a practical grasp of this colossal financial market.

Contents:

Intro

Contents

About the Author

1. Introduction

2. The Origins of Derivatives: Where Italy and Japan Collide

2.1 All present and accounted for

2.2 Day-count conventions: Monkeys eat bananas upside down

2.3 Forward and ever onward! Pricing a simple forward contract

2.4 I'm a forward contract - get me out of here!

2.5 Conclusion

3. Futures Basics: My Future's So Bright I Have to Wear Shades

3.1 Just one massive bureau de change

3.2 Back to the future…

3.3 Pricing a stock index or any other future

3.4 Conclusion

4. Options Basics: What are My Options Here?

4.1 Well, strike me down!

4.2 Jolly hockey sticks

4.3 Them versus us: American and European options

4.4 We're in the money, we're in the money

4.5 Conclusion

5. Pricing Options: Rien de Plus - No More Bets Please

5.1 Option pricing: the easy way to think about it

5.2 Damned lies

5.3 Pricing a call option - the proper way

5.4 Pricing a put option

5.5 Calculating the value of an option using Excel

5.6 Stuff goes up and down - get used to it

5.7 It's all Greek to me

5.8 Conclusion

6. Using Futures in a Portfolio: If I Have a Future, I Have a Future

6.1 Making a real asset of yourself

6.2 Investing money in the equity market using futures

6.3 Example of investing money using stock index futures

6.4 Bonds versus equities is really north versus south

6.5 Example of investing money using government bond futures

6.6 Making profits from falling bond markets

6.7 Changing currency exposures using futures

6.8 Conclusion

7. Using Options in a Portfolio: More Than One Way of Winning

7.1 Combinations

7.2 To infinity and beyond!

7.3 The straddle

7.4 The strangle

7.5 Synthetic future

7.6 Covered call writing

7.7 It can be terribly cold when you are naked…

7.8 Volatility.

7.9 Conclusion

8. The Mechanics of Derivatives: Living On the Margin

8.1 It's a fair exchange…

8.2 A word on technology

8.3 Conclusion

8.4 Outro

Publishing details.

Notes:

Description based on print version record.

ISBN:

9780857196385

0857196383