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Fixed Income, Equity, FX and Derivatives: Portfolio RepresentationsA step-by-step guide to representing value, exposure and riskby Jem Tugwell ISBN-13: 9781906659899 Format: Paperback Edition: 1st RRP: £55.00 Due for publication: 6th December 2010 |
Introduction
- Market Value vs. Exposure
- Gearing
- Building a Portfolio View
-- Weighting Exposure
-- Multiple Exposures from a Single Holding
-- Multi-legged assets
Long and Short Positions
Handling the Asset Classes
Equity
- Shares
- Index Futures
- CFDs
- Equity Options
- Index Options
Money Market
- Cash
- CD/CP
- FRN
- STIR Futures
- Options on STIR Futures
Fixed Income
- Physical Assets
-- Govt Bonds
-- Index Linked
-- Corporate
-- Convertibles
-- FRN
- Derivatives
-- Bond Futures
-- Bond Options
-- Interest Rate Swaps (IRS)
-- Inflation Swaps
-- Asset Swaps
-- Single Name CDS
-- Index CDS
-- Swaptions
-- Repo
Currency
- Spot
- Forwards
- Swaps
- FX Options
- Pooled Vehicles, ETFs and Unitised
Bringing it Together
Summary
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