Details
Managing Derivatives Contracts
A Guide to Derivatives Market Structure, Contract Life Cycle, Operations, and Systems|
89,99 € |
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| Verlag: | Apress |
| Format: | |
| Veröffentl.: | 29.09.2014 |
| ISBN/EAN: | 9781430262756 |
| Sprache: | englisch |
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Beschreibungen
<p>"I am sure practitioners, auditors, and regulators will find the content of Mr Shaik's book of value. The accessible style is also welcome. All in all, a worthwhile addition to the finance literature and one that hopefully helps plug the knowledge gap in this field." — from the foreword by Professor Moorad Choudhry, Brunel University</p><p><em>Managing Derivatives Contracts</em> is a comprehensive and practical treatment of the end-to-end management of the derivatives contract operations, systems, and platforms that support the trading and business of derivative products. This book focuses on the processes and systems in the derivatives contract life cycle that underlie and implement the activities of derivatives trading, pricing, and risk management.</p><p>Khader Shaik, a Wall Street derivatives platform implementation expert, lays out all the fundamentals needed to understand, conduct, and manage derivatives operations. In particular, he provides both introductory and in-depth treatment of the following topics: derivative product classes; the market structure, mechanics, and players of derivatives markets; types of derivative contracts and life cycle management; derivatives technology platforms, software systems, and protocols; derivatives contracts management; and the new regulatory landscape as shaped by reforms such as Dodd-Frank Title VII and EMIR. <em>Managing Derivatives Contracts</em> focuses on the operational processes and market environment of the derivatives life cycle; it does not address the mathematics or finance of derivatives trading, which are abundantly treated in the standard literature.</p><p><em>Managing Derivatives Contracts</em> is divided into four parts. The first part provides a structural overview of the derivatives markets and product classes. The second part examines the roles of derivatives market players, the organization of buy-side and sell-side firms, critical data elements, and the Dodd-Frank reforms. Within the framework of total market flow and straight-through processing as constrained by regulatory compliance, the core of the book details the contract life cycle from origination to expiration for each of the major derivatives product classes, including listed futures and options, cleared and bilateral OTC swaps, and credit derivatives. The final part of the book explores the underlying information technology platform, software systems, and protocols that drive the end-to-end business of derivatives. In particular, it supplies actionable guidelines on how to build a platform using vendor products, in-house development, or a hybrid approach.</p><p></p><p></p><p></p>
<p><strong>Chapter 1: The Derivatives Market</strong></p><p><strong>Chapter 2: The Derivative Products</strong></p><p><strong>Chapter 3: Derivatives and Risk Management</strong></p><p><strong>Chapter 4: The Derivatives Contract</strong></p><p><strong>Chapter 5: The Market Players</strong></p><p><strong>Chapter 6: The Buy-Side Organization</strong></p><p><strong>Chapter 7: The Sell-Side Organization</strong></p><p><strong>Chapter 8: Market and Reference Data</strong></p><p><strong>Chapter 9: The Dodd-Frank Act and Other Reforms</strong></p><p><strong>Chapter 10: The Derivatives Contract Life Cycle</strong></p><p><strong>Chapter 11: Collateral Management</strong></p><p><strong>Chapter 12: Futures Life Cycle</strong></p><p><strong>Chapter 13: Listed Options Life Cycle </strong></p><p><strong>Chapter 14: OTC Cleared Contract Life Cycle</strong></p><p><strong>Chapter 15: OTC Bilateral Contract Life Cycle</strong></p><p><strong>Chapter 16: Credit Contract Life Cycle</strong></p><p><strong>Chapter 17: Derivatives and Information Technology </strong></p><p><strong>Chapter 18: IT Platforms and Systems</strong></p><p><strong>Chapter 19: Platform Architecture and Implementation Guidelines</strong></p><p></p><p></p>
Khader Shaik is a senior consultant to MetLife's investments division on the rebuilding of its derivatives platform to comply with Dodd-Frank regulations. He has two decades of experience in derivatives life cycle management and in building order management, trading, and risk management systems for the equities and derivatives departments of investment banks such as Citigroup, JPMorgan Chase, Merrill Lynch, and Salomon Smith Barney. He developed the statistical product for a successful financial startup and cofounded a consulting firm specializing in derivatives technology training services. He holds a bachelor's degree in computer science and engineering from Bangalore University and is certified in quantitative finance.
<p>Managing Derivatives Contracts is a comprehensive and practical treatment of the end-to-end management of the contract operations, systems, and platforms that support the trading and business of derivative products.</p>
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