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Analysis of Derivatives for the Cfa Program Hardcover – Dec 2002

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Product details

  • Hardcover
  • Publisher: Assn for Investment Management & (Dec. 2002)
  • Language: English
  • ISBN-10: 0935015930
  • ISBN-13: 978-0935015935
  • Product Dimensions: 3.8 x 20.3 x 25.4 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: 886,848 in Books (See Top 100 in Books)

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The concept of risk is at the heart of investment management. Read the first page
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Most Helpful Customer Reviews

By Chikaka on 22 Dec. 2014
Format: Hardcover Verified Purchase
Bought this for a friend who was doing his degree and has already graduated. He liked the book and helped him through his studies.
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Most Helpful Customer Reviews on (beta) 5 reviews
User-friendly book 9 Oct. 2013
By Inmoon Hwang - Published on
Format: Hardcover
I purchased this book in 2004. It is a good book for the person who studies the derivative market.
After studying this book, I earned a CFA charter in 2007. Now and then I find the derivertive topics in this book.
CFA necessity 17 Jan. 2014
By NWmind - Published on
Format: Hardcover Verified Purchase
This is a good book for a person or persons wanting a clear analysis and explanation of deriviatives that is required to become a CFA
Excellent Book! 18 Jun. 2013
By CD music collector - Published on
Format: Hardcover Verified Purchase
Excellent book for studying for CFA certification. It is also at a very good price! You get a great ROI for studying this book.
1 of 2 people found the following review helpful
Great book! Incredible price! 22 Jan. 2013
By A. Useche - Published on
Format: Hardcover Verified Purchase
Great book! Incredible price! One of my best purchases so far, I absolutelly recommend it to anybody interested in the derivatives market!
10 of 23 people found the following review helpful
Detailed and Authoritative! 17 May 2009
By Loyd E. Eskildson - Published on
Format: Hardcover
The book is intended to provide the derivatives analysis portion of the CFA curriculum, and is intended to communicate a practical risk management approach to derivatives for the investment generalist.

Derivatives are financial instruments that offer a return based on the return of some other asset. Exchange-traded contracts have standard terms and features and are traded usually at a futures or options exchange. OTC contracts are created by two parties anywhere else. In a futures contract, the futures exchange guarantees to each party that if the other fails to pay, the exchange will. The forward contract is an agreement between two parties to transfer (sell/buy) an asset at a future date at a price established at the start. It is largely a private and unregulated market.

A swap typically is like an agreement to buy at a future date, paying a fixed amount and receiving something of unknown future value. The most common use of a swap is a situation in which a corporation, currently borrowing at a floating rate, enters into a swap that commits it to making a series of interest payments to the swap counter party at a fixed rate, while receiving payments from the swap counter party at a rate related to the floating rate at which it is making loan payments. The floating components cancel, creating a conversion of the original floating-rate loan to a fixed-rate loan.

And on it goes, with lots of detail on valuing and use of derivatives.
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