This first Australasian edition of Hull's bestselling Fundamentals of Futures and Options
Markets was adapted for the Australian market by a local team of respected academics …

In recent years, modeling financial uncertainty using stochastic processes has become
increasingly important, but it is commonly perceived as requiring a deep mathematical …

Hybrid equity-rate derivatives are commonly traded between financial institutions, but are
challenging to price with traditional methods. Especially challenging are those contracts …

As one of the important derivatives in the over-the-counter market, the scale of equity swaps
is expanding. The frequent development of equity swap business makes investors more …

Bond Evaluation, Selection, and Management synthesizes fundamental and advanced
topics in the field, offering comprehensive coverage of bond and debt management. This text …

This book discusses in detail the workings of financial markets and over-the-counter (OTC)
markets, focusing specifically on standard and complex derivatives. The subjects covered …

Das Interesse am Derivatemarkt und seine Bedeutung sowohl innerhalb als auch außerhalb
des Finanzdienstleistungssektors ist auch im Jahre 2020 ungebrochen. Eine beständige …

In an equity swap, two parties make a series of payments to each other with at least one set
of payments determined by a stock or index return. The other set of payments can be a fixed …

This article provides a generalized formula for pricing equity swaps with constant notional
principal when the underlying equity markets and settlement currency can be set arbitrarily …

This study extends the BGM (A. Brace, D. Gatarek, & M. Musiela, 1997) interest rate model
(the London Interbank Offered Rate [LIBOR] market model) by incorporating the stock price …