Financial derivatives : markets and applications in Malaysia

Bibliographic Details
Main Author: Bacha, Obiyathulla Ismath , 1958 (Author)
Format: Book
Language:English
Published: Shah Alam, Selangor, Malaysia : McGraw Hill (Malaysia) c2012
Edition:Third edition
Subjects:
Table of Contents:
  • 1.Derivatives : introduction and overview
  • 2. Malaysian derivative markets and trading
  • 3. Forward and future markets : pricing and analysis
  • 4. Stock index futures contracts : analysis and applications
  • 5. Interest rate futures : the 3-month KLIBOR futures contract
  • 6. Introduction to options
  • 7. Option contracts : specification and trading
  • 8. Option strategies and payoffs
  • 9. Option pricing
  • 10. Replication, synthetics and arbitrage
  • 11. Options in corporate finance and real options
  • 12. Interest rate swaps, FRAs and credit derivatives
  • 13. Derivative instruments and Islamic finance