All About Derivatives Second Edition

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9780071743525: All About Derivatives Second Edition

New ways to profit in the post-credit-crisis market!

Trading complex formulas and intricate theories for clear descriptions and real-world examples, the second edition of All About Derivatives introduces you to the vast array of derivatives in today's market. It covers all aspects of derivative contracts, explains techniques for pricing and trading them, and shows how to use each to hedge risk or increase profits. You’ll learn everything there is to know about:

  • Contracts, including forwards, futures, swaps, options, and credit derivatives
  • Key terms, such as volatility, arbitrage, and the Greeks
  • Key mechanics, like storage, settlement, valuation, and payoff
  • Pricing methods and mathematics for determining fair value
  • Hedging strategies for different types of risk

Plus, you get brand-new chapters on high-frequency trading and the role derivatives played in the 2008 credit crisis

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About the Author:

Michael Durbin is a writer, educator, and software engineer specializing in high-frequency trading of financial derivatives. He is an adjunct professor at Duke University's Fuqua School of Business and the University of North Carolina's Kenan-Flagler Business School.

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