Bund Options

ISBN-13: 9780333569108 / Angielski / Miękka / 1991 / 248 str.

Robert Tompkins

Opis

In 1989 and 1990 the German capital markets reached a milestone as regulations were clarified regarding the use of derivative products for German institutional and private clients. This book analyzes this market and explains its current interest to investors.

Spis treści

Selected contents: Introduction to Bund Options - Basics of Options Pricing - Advanced Bund Options Pricing - Hedging Strategies - Portfolio Applications - Directional Trading Strategies - Volatility Trading Strategies - Bund Option Arbitrage - Risk Management of Positions - Accounting, Operations, Taxation