FRM Part I Book 3: Financial markets and products (2015 SchweserNotes)

Kaplan, Inc., 2015. — 308 p. - ISBN: 978-1-4754-3110-0 The third in the eight books set designed to prepare for the GARP FRM Exam (2015 year). Contents: Introduction: Futures and Options Markets Futures Industry Institutions and Professionals Hedging with Futures and Options Introduction (Options, Futures, and Other Derivatives) Mechanics of Futures Markets Hedging Strategies Using Futures Interest Rates Determination of Forward and Futures Prices Interest Rate Futures Swaps Mechanics of Options Markets Properties of Stock Options Trading Strategies Involving Options Exotic Options Commodity Forwards and Futures Foreign Exchange Risk Corporate Bonds Mortgages and Mortgage-Backed Securities The Rating Agencies Self -Test: Financial Markets and Products Formulas Index Bk. 1. Foundations of risk management - Bk. 2. Quantitative analysis- - Bk. 3. Financial markets and products - - Bk. 4 Valuation and risk models - - [Bk. 5] - - Practice exams