SYLLABUS
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Introduction
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Contents
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2.1 The stock market
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
SYLLABUS Previous: Introduction
Up: Contents
Next: 2.1 The stock market
