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Book Categories |
Preface: The Demonization of Derivatives | ||
Introduction and Structure of the Book | ||
Mathematical Notation | ||
Pt. 1 | The Economics of Risk Transfer | 1 |
Ch. 1 | The Determinants in Financial Innevation | 3 |
Ch. 2 | Risk, Uncertainty, and Profit | 18 |
Ch. 3 | Methods of Controlling Risk and Uncertainty | 42 |
Ch. 4 | Risk Transfer and Contracting Structures | 67 |
Ch. 5 | The Evolution of Derivatives Activity | 83 |
Ch. 6 | Derivatives Trading, Clearance, and Settlement | 112 |
Pt. 2 | Derivatives Valuation and Asset Lending | 141 |
Ch. 7 | Principles of Derivatives Valuation | 143 |
Ch. 8 | Own Rates of Interest and the Cost of Carry Model | 173 |
Ch. 9 | The Supply of Storage and the Term Structure of Forward Prices | 212 |
Ch. 10 | The Term Structure of Interest Rates | 228 |
Ch. 11 | Basis Relations and Spreads | 244 |
Pt. 3 | Speculation and Hedging | 263 |
Ch. 12 | Speculation and the Speculative Risk Premium | 265 |
Ch. 13 | Hedging Objectives | 293 |
Ch. 14 | Hedge Ratios | 322 |
Ch. 15 | Quality Basis Risk | 355 |
Ch. 16 | Calendar Basis Risk | 374 |
Pt. 4 | Appendixes | 397 |
App. 1 | Economic Theory and Equilibrium | 399 |
App. 2 | Derivation of the Fundamental Value Equation | 411 |
App. 3 | Relation between the Cost of Carry Model and the Fundamental Value Equation | 413 |
References | 417 | |
Index | 435 |
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