This book provides a complete overview of the revised regulatory framework for securitization, credit derivatives and structured credit products that will be, subject to the current discussions, in force by the end of the period 2010-12.
Your step-by-step guide to understanding and implementing the highly technical accounting rules of the IFRS that apply to derivatives and structured finance.
Written by leading US financial lawyers Anthony C. Gooch of Cleary, Gottlieb, Steen & Hamilton and Linda B. Klein of Dewey Ballantine LLP, this fully revised, updated and expanded book is the fourth edition of the best-selling guide to derivatives do... [more]
Written by leading US financial lawyers Anthony C. Gooch of Cleary, Gottlieb, Steen & Hamilton and Linda B. Klein of Dewey Ballantine LLP, this fully revised, updated and expanded book is the fourth edition of the best-selling guide to derivatives do... [more]
This essential supplement to Documentation for Derivatives 4th edition written by leading US financial lawyers, provides an annotated commentary to the ISDA 2002 Master Agreement form published in January 2003 for swaps and other over-the-counter tra... [more]
Standard ISDA Confirmation documentation is used in over 95% of credit derivative transactions, and this book provides you with a complete annotation of the revised 2003 ISDA Credit Derivatives Definitions.
This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swap valuation, dealing with interest rate exposure, developing trading strategies and their application in po... [more]
A unique guide to derivative products and hedging strategies for all commodities, examining each of the main OTC and non-OTC products. Interest areas: derivatives, futures, options, oil, banking.
Seven detailed chapters provide: analysis of the advantages and disadvantages of convertibles over other instruments; a statistical analysis of the instrument in the Euromarkets and domestic markets; and profiles of issuers from developed and emergin... [more]
Credit Derivatives: Applications In Risk Management outlines global trends, analyses the products and their uses in emerging markets, discusses the market’s participants and their application of credit derivative products, examines risk management in... [more]
An invaluable guide to understanding how financial derivatives are regulated in the UK, US and Australia, this book examines in detail the key market practices and standard documentation that can be used by all financial practitioners to minimise you... [more]
A detailed yet accessible analysis of the more complex derivative products, practices and controls. Extensive coverage of quantos, pricing rates, quantity adjusting, yield calculations, swap windows and spreadlocks. Interest areas: futures, options, ... [more]
Chapters include: understanding warrants, warrants calculations and analysis, the new issues process, accountancy and tax treatment, the secondary market, the investor’s perspective and the covered warrants market. Interest areas: derivatives, financ... [more]
An experienced practitioner and regular contributor to Derivatives Week's Learning Curves brings you a practical guide to OTC derivatives documentation.
This volume clearly explains both the concepts and practice of accounting for derivatives, the calculation of financial values and the role of accounting for derivatives in risk management. It will ensure you have the accounting skills you need to pr... [more]
With the increased risks involved in dealing with the global financial markets, banks and corporate companies are becoming more reliant on derivatives such as futures and options. Futures & Options is designed to give the reader a good intuitive unde... [more]