ESCP Europe

The emphasis of this book is on actual transactions that are stripped down to analyse and illustrate the dynamics of individual structures and to understand the types of products available. The text is structured either to be read through from start to finish, or to be used as a reference source.

Volume 1: - Role and Function of Derivatives - Derivative Instruments - Pricing and Valuing Derivative Instruments - Derivative Trading and Portfolio Management Volume 2: - Risk Management Principles - Market Risk - Credit Risk - Other Risks - Organisation of Risk Management - Operational Aspects - Legal/Documentary, Accounting and Tax Aspects of Derivatives - Regulatory Aspects of Derivatives Volume 3: - Derivative Applications - Synthetic Assets - Exotic Options - Interest Rate and FX Structures Volume 4: - Equity Linked Structures - Commodity Linked Structures - Credit Derivatives - New Markets - Evolution of Derivatives Markets.