'Interest rate options' diaporamas de présentation

Chapter 15

Chapter 15. Interest Rate Options: Hedging Applications and Pricing. Topics. Hedging fixed income and debt positions with interest rate options Hedging a series of cash flows with OTC caps, floors, and other interest-rate derivatives

1.88k views • 168 slides

Fixed Income

Fixed Income. Zvi Wiener. Plan. Pricing of Bonds Measuring yield Bond Price Volatility Factors Affecting Yields and the Term Structure of IR Treasury and Agency Securities Markets Corporate Debt Instruments Municipals. Plan. Non-US Bonds Mortgage Loans

598 views • 48 slides

BASICS OF FINANCIAL RISK MANAGEMENT

BASICS OF FINANCIAL RISK MANAGEMENT. CAS / ARIA Financial Risk Management Seminar -- Denver, CO April, 1999 Rick Gorvett, FCAS, Ph.D. The College of Insurance. BACKGROUND AND MOTIVATION. WHY SHOULD WE STUDY FINANCIAL RISK MANAGEMENT?.

1.7k views • 48 slides

Indian Bond Markets Assessment and Prospects

Indian Bond Markets Assessment and Prospects. H R Khan Reserve Bank of India FIMMDA Network Event, September 17, 2010. Opening Thoughts. Importance of bond markets Government Bond Market Provides a risk-free yield curve

733 views • 32 slides

Financial Instruments

Financial Instruments. Plan. Evolution of the forms of business organization Stocks and bonds Cash flow vs control rights Hybrid instruments Derivatives Options, forwards, futures, and swaps Typical investment strategies. Forms of Business Organization. Sole proprietorship Partnership

455 views • 25 slides

CHAPTER 8

CHAPTER 8. OPTIONS DERIVATIVES. Learning Objectives. Describe what is an option and difference from futures Describe the difference between ETO and OTC options Explain the uses of options Explain the differences between call option and put option

309 views • 20 slides

Derivatives Usage: The Basic Instruments

Derivatives Usage: The Basic Instruments. Derivatives. G & K Chps. 6 and 14 Basic Terms and Definitions Futures Options Swaps. Futures. Buy (Sell) a futures contract = commitment to buy (sell) later.

271 views • 18 slides

155 views • 5 slides