Derivatives Markets and Analysis

Derivatives Markets and Analysis is the final edition in the three-part series on securities from Bloomberg Press’s Financial Series. With a firm grasp of fixed-income securities and stock portfolios from Debt Markets and Analysis and Equity Markets and Portfolio Analysis, respectively, you can add derivatives to your skillset with the same breadth of coverage and hands-on application as the other guides in the series.

The Black-Scholes Option Pricing Model, index arbitrage, financial engineering, and dynamic portfolio insurance are just a few of the contributions to come out of academia that have advanced the art and science of derivatives trading. This extensive guidebook takes you from basic concepts, theories, and strategies all the way through using advanced models in the real world. Written by an award-winning professor and former director of one of the largest Bloomberg-terminal equipped stations for students, this masterfully designed presentation covers everything you’d expect from a comprehensive resource on derivatives—including futures and forward markets, the carrying-cost model for pricing futures, option strategies, futures options, and swaps—along with explicit guidance for using Bloomberg data and analytic functions for each covered topic. Students preparing for Wall Street and professional traders alike will find the in-depth coverage and quick-reference format they need to enhance their Bloomberg terminal capabilities, including:

• Practical exercises specifically created for the Bloomberg terminal to both gain familiarity with the system and gain a deeper understanding of market mechanics
• Several appendices providing convenient, detailed descriptions of the entire Bloomberg system as well as the available analytic functions
• An accompanying website featuring solutions to problems, how-to videos, versatile spreadsheet programs, and more

Everyone managing securities in this fast-paced, continuously evolving market environment needs to have up-to-date information on securities, markets, strategies, and methodologies at their fingertips, and now you have it with Derivatives Markets and Analysis and a Bloomberg terminal.