The CME group risk management handbook : products and applications
by
Labuszewski, John.
Title
:
The CME group risk management handbook : products and applications
Author
:
Labuszewski, John.
ISBN
:
9780470137710
Publication Information
:
Hoboken, N.J. : Wiley, c2010.
Physical Description
:
p. cm.
Series
:
Wiley finance series
General Note
:
Formerly CIP.
Contents
:
Machine generated contents note: ch. 1 Futures Market Fundamentals -- What Is a Futures Contract? -- Overview of Popular Financial Futures Contracts -- Anatomy of a Futures Transaction -- Conclusion -- Notes -- ch. 2 Order Entry and Execution Methodologies -- Open Outcry/Pit Trading -- Introduction of the CME Globex Platform -- Trade Matching Algorithms -- About Options Markets -- Ex-Pit Trading -- Conclusion -- Notes -- ch. 3 Role of the Clearinghouse -- Financial Safeguards -- Financial Surveillance -- Default by a Clearing Member -- Resources Backing CME Group Clearing System -- Customer Protection -- Disaster Recovery and Business Continuity -- Rule Enforcement -- Financial and Regulatory Information Sharing -- Conclusion -- ch. 4 Currency Futures: The First Financial Futures -- Evolution of Foreign Exchange Marketplace -- Over-the-Counter Currency Trading Vehicles -- Exchange-Traded Currency Futures and Options -- Foreign Exchange Market Growth and Trends -- Conclusion --
Contents note continued: Notes -- ch. 5 Stock Index Futures: The First Financial Futures -- Mechanics of Stock Index Futures -- E-Minis versus Exchange-Traded Funds -- Pricing Stock Index Futures -- Spreading Stock Index Futures -- Hedging with Stock Index Futures -- Portable Alpha Strategies -- Conclusion -- Notes -- ch. 6 Eurodollar Futures: Interest Rate Market Building Blocks -- Eurodollar Futures Market -- Speculating on Shape of Yield Curve -- Term Treasury/Eurodollar (TED) Spreads with Futures and Options -- Interest Rate Swap Market -- Growing Up Together -- Pricing Relationship -- Hedging Techniques -- Conclusion -- Technical Appendix: Complications and Shortcuts for Pricing and Hedging Swaps -- Notes -- ch. 7 Understanding U.S. Treasury Futures -- Coupon-Bearing Treasury Securities -- Treasury Futures Delivery Practices -- Measuring Risk of Coupon-Bearing Securities -- Risk Management with Treasury Futures -- Macro Hedging with Treasury Futures --
Contents note continued: Hedging Corporates with Treasury Futures -- Trading the Yield Curve with Treasury Futures -- Conclusion -- Notes -- ch. 8 Commodities: Backbone of the Futures Industry -- What Are Commodities? -- Grain Markets -- Livestock Markets -- Energy Products -- Precious Metals -- The Forward Curve -- Intermarket Commodity Spreading -- ClearPort Over-the-Counter Clearing Facility -- Conclusion -- Appendix: Major Commodity Market Specifications -- ch. 9 Alternative Investment Market Fundamentals -- Weather -- Residential Housing Futures -- Economic Indicators -- Conclusion -- Notes -- ch. 10 Fundamental Market Indicators -- Why These Indicators? -- Trading Volumes -- Volatility: Daily Net Change -- Volatility: Daily High-Low Range -- Conclusions -- Appendix: Economic Indicator Descriptions -- Notes -- ch. 11 Technical Analysis Primer -- Why Technical Analysis? -- Interpreting Charts -- Elliott Wave Theory -- Intraday Trading Techniques -- Trend-Following Systems --
Contents note continued: Conclusion -- ch. 12 Fundamentals ol Option Markets -- What Is an Option? -- Mathematical Option Pricing Models -- Historic and Implied Volatilities -- Measuring Option Performance -- Conclusion -- ch. 13 Option Trading Strategies -- Option Spreads -- Horizontal Spreads -- Diagonal Spreads -- Comparing Verticals, Horizontals, and Diagonals -- Weighted Spreads -- Volatility-Driven Strategies -- Specialty Option Strategies -- Matching Strategy and Forecast -- Conclusion -- ch. 14 Hedging with Options -- Baseline Futures Hedge -- Buying Protection with Puts -- Yield Enhancement with Calls -- In- and Out-of-the-Money Options -- Matching Strategy with Forecast -- Collar Strategy -- Delta-Neutral Hedge -- Conclusion.
Subject Term
:
Futures.
Risk management.
Added Author
:
Labuszewski, John.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025542842 | 332.6452 L127C 2010 | 1 |