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Financial Derivatives, Markets and Applications, 5th Edition

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Obiyathulla Ismath Bacha, Pattarake Sarajoti

Publisher: World Scientific Publishing Company
Publication Date: March 8th, 2023
Pages: 560
Language: English

This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy-to-read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables easier understanding. Financial derivative contracts from Malaysia and select contracts from Thailand, Singapore, and Hong Kong derivative markets are covered. For each derivative contract, their three common applications hedging, arbitrage, and speculating are shown with fully worked out examples. Extensive use of illustrations, graphics, and vignettes provide for easy comprehension of the underlying logic of derivatives.


Chapter 1: Derivatives: Introduction and Overview

Chapter 2: Derivative Markets and Trading

Chapter 3: Forward and Futures Markets: Pricing and Analysis

Chapter 4: Stock Index Futures Contracts: Analysis and Applications

Chapter 5: Interest Rate Futures Contracts and Currency Futures Contracts

Chapter 6: Introduction to Options

Chapter 7: Equity, Equity Index, and Currency Options

Chapter 8: Option Strategies and Payoffs

Chapter 9: Option Pricing

Chapter 10: Replication, Synthetics, and Arbitrage

Chapter 11: Options in Corporate Finance and Real Options

Chapter 12: Interest Rate Swaps, Credit, and Other Derivatives

Chapter 13: Derivative Instruments and Islamic Finance

Answer to Select End-of-Chapter Questions

References and Further Reading