Bund Options

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Bund Options

By: Robert Tompkins

Normal price: 160
Our price: 144 + postage
Bargain: save £16 !

Product code: 9783
ISBN: 0333569105
260 pages
Format: Pb
Published by: Palgrave (Trade), 1991, 1st edition
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Description of Bund Options
The substantial demands for capital to rebuild East Germany after German unification have bought about an extremely large issuance of German debt. The Bund contracts on Liffe have profited from this increased interest, making them the most heavily traded contracts on the exchange in 1991 so far.

Bund Options aim to provide a comprehensive and practical introduction to the options on this new and active market. It offers an analysis of basics, pricing, trading, hedging and risk management, emphasising the practical approach while providing the theory behind the concepts critical to the application of these products.

Bund Options - Chapter headings
1. Basic of Option on Bund Futures
2. Basic Concepts in Option Pricing
3. Advanced Concepts in Option Pricing
4. Directional Trading Strategies
5. Volatility Trading Strategies
6. Option Arbitrage
7. Option Hedging Strategies
8. Bund Option Portfolio Application
9. Risk Management of Bund Options
10. Operations, Accounting and Taxation Issues for Bund Options