2 A VARIETY OF SECURITIES

• 2.1 The stock market and its derivatives
  • 2.1.1 Shares and market indices
  • 2.1.2 Forward contract and futures markets
  • 2.1.3 Plain vanilla options
  • 2.1.4 Exotic options
  • 2.1.5 LEAPS and warrants
  
  
• 2.2 The credit market and its derivatives
  • 2.2.1 Interest rates: treasury note, LIBOR, credit spread
  • 2.2.2 Underlying discount bonds and forward rates
  • 2.2.3 Interest rate swaps and forward rate agreements
  • 2.2.4 Bond options: caps, floors and swaptions
  
  
• 2.3 Convertible bonds
• 2.4 Hedging parameters, portfolio sensitivity
• 2.5 Computer quiz
• 2.6 Exercises
• 2.7 Further reading and links
• 2.8 Quick intermediate evaluation form