Derivatives Applications in Asset Management : From Theory to Practice

Part 1: Derivatives Fundamentals for Asset Managers -- Chapter 1: Introduction -- Chapter 2: Equity Derivatives -- Chapter 3: Bond-Related Derivatives -- Chapter 4: Foreign Exchange Derivatives -- Chapter 5: Volatility Derivatives -- Chapter 6: Managing Volatility and Capturing Returns Through Derivatives -- Chapter 7: Using Derivatives to Rebalance A Multi-Asset Portfolio with Private Investments -- Chapter 8: Option Income Strategies Design -- Chapter 9: Liquidity Management with Stock-Index Futures -- Chapter 10: Performance Attribution Analysis for Derivatives -- Chapter 11: Extracting Market Views from Derivative Prices -- Part 2: Case Studies in Managing Risk and Capital Protection -- Chapter 12: Risk Management with Stock Index Futures and Put Options -- Chapter 13: Using Options for Tail Risk Hedging -- Chapter 14: Bond Portfolio Hedging with U.S. Treasury Futures -- Chapter 15: Consumer Mortgage Portfolio Hedging with Interest Rate Swaps -- Chapter 16: Hedging Interest Rate Risk in Life Insurance Using Interest Rate Derivatives -- Chapter 17: Hedging Systematic Risk in High Yield with Equity Derivatives -- Chapter 18: Hedging the Mortgage Pipeline with To-Be-Announced (TBA) Securities -- Chapter 19: Application of FX Options in Portfolio Management -- Chapter 20: FX Forward Contracts for Portfolio Management Applications -- Part 3: Case Studies in Leverage and Exposure Management -- Chapter 21: Exploring the Mechanics and Applications of Equity Swaps in Investment Portfolios -- Chapter 22: Cash Equitization in Global Equity and Multi-Asset Portfolios -- Chapter 23: Quantifying Event Risk with Equity Options -- Chapter 24: Hedging Interest-Rate in High-Yield Bonds -- Chapter 25: The Role of Futures in Tactical Asset Allocation: Managing Market Exposure -- Chapter 26: Use of Derivatives in Overlays: Downside Protection and Upside Capture -- Chapter 27: Currency Hedging with a Derivatives Overlay -- Part 4: Case Studies in Income Enhancement Strategies -- Chapter 28: Managing Path Dependency and Balancing Yield in Option Income Strategies -- Chapter 29: Harvesting Volatility Risk Premium with Equity Index Options -- Chapter 30: Augmenting Covered Call Returns with Stock Index Options -- Chapter 31: Targeting Options-Based Income with Puts and Calls -- Chapter 32: Efficiently Replicating Corporate Bond Returns with CDS Indices -- Chapter 33: Using Credit Default Swaps to Enhance the Return-to-Risk Profile of Buy-and-Hold Bond Portfolios.