By Thomas Krause

ISBN-10: 0954449657

ISBN-13: 9780954449650

Futures and forwards contracts are usually not the main advanced of the entire derivatives tools, yet they can be used because the development blocks for extra unique constructions for that reason an outstanding knowing of the product gains and cost drivers is key. This publication supplies a close view within how futures and ahead contracts are priced, traded and the way the hazards concerned may be controlled. Sensitivities to various marketplace parameters (e.g. rates of interest, dividends) are analysed and we convey tips to do a mark-to-market valuation for OTC contracts. We additionally talk about a variety of extra complicated technical difficulties like convexity alterations on non permanent rate of interest futures. every little thing is defined intuitively instead of utilizing advanced language, and the booklet comprises questions with labored suggestions throughout.

About the Author

During his banking profession Thomas engaged mounted source of revenue markets from very assorted issues of view (including proprietary buying and selling, ALM and Asset Management).

He started his occupation as a member of the ALM group at DG HYP AG – one of many greatest German personal loan banks – the place he labored for greater than six years dealing with the bank’s rate of interest probability in the entire significant currencies.

In overdue 2005, Thomas used to be appointed to establish the mounted source of revenue Derivatives group at Deutsche Asset administration. within the procedure, he brought numerous by-product tools to the corporate and ran winning overlay buying and selling for either fastened source of revenue and fairness funds.

Thomas specialises in education rate of interest, fairness and forex derivatives.

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The Forwards and Futures Navigator by Thomas Krause

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