Derivatives Applications in Asset Management

Edited by Frank J. Fabozzi () and Marielle de Jong ()

in Springer Books from Springer

Date: 2025
ISBN: 978-3-031-86354-7
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Chapters in this book:

Ch Chapter 1 Introduction

Frank J. Fabozzi and Marielle Jong

Ch Chapter 10 Performance Attribution Analysis for Derivatives

Bruce J. Feibel and Frank J. Fabozzi

Ch Chapter 11 Extracting Market Views from Derivative Prices

Andrew Weisman

Ch Chapter 12 Risk Management with Stock Index Futures and Put Options

Robert Harlow

Ch Chapter 13 Using Options for Tail Risk Hedging

Vineer Bhansali

Ch Chapter 14 Bond Portfolio Hedging with U.S. Treasury Futures

Adam Kobor

Ch Chapter 15 Consumer Mortgage Portfolio Hedging with Interest Rate Swaps

Joseph Niehaus

Ch Chapter 16 Hedging Interest Rate Risk in Life Insurance Using Interest Rate Derivatives

Vincenzo Russo

Ch Chapter 17 Hedging Systematic Risk in High Yield with Equity Derivatives

Arik Ben Dor and Jingling Guan

Ch Chapter 18 Hedging the Mortgage Pipeline with To-Be-Announced (TBA) Securities

Joseph Niehaus

Ch Chapter 19 Application of FX Options in Portfolio Management

Suprita Vohra

Ch Chapter 2 Equity Derivatives

Frank J. Fabozzi

Ch Chapter 20 FX Forward Contracts for Portfolio Management Applications

Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

Ch Chapter 21 Exploring the Mechanics and Applications of Equity Swaps in Investment Portfolio

Christopher Small and Andrew Weisman

Ch Chapter 22 Cash Equitization in Global Equity and Multi-Asset Portfolios

Eddie Cheng and Wai Lee

Ch Chapter 23 Quantifying Event Risk with Equity Options

Robert Harlow

Ch Chapter 24 Hedging Interest Rate Risk in High-Yield Bonds

Alexander Rudin

Ch Chapter 25 The Role of Futures in Tactical Asset Allocation: Managing Market Exposure

Scott Hixon

Ch Chapter 26 Use of Derivatives in Overlays: Downside Protection and Upside Capture

William Cazalet, Dimitri Curtil and James Stavena

Ch Chapter 27 Currency Hedging with a Derivatives Overlay

Kari Vatanen

Ch Chapter 28 Managing Path Dependency and Balancing Yield in Option Income Strategies

John Burrello

Ch Chapter 29 Harvesting Volatility Risk Premium with Equity Index Options

Kari Vatanen

Ch Chapter 3 Bond-Related Derivatives

Frank J. Fabozzi, Marielle Jong and Mounia Khamlich Fischer

Ch Chapter 30 Augmenting Covered Call Returns with Stock Index Options

Anil Sood

Ch Chapter 31 Targeting Options-Based Income with Puts and Calls

John Burrello and Han Liang

Ch Chapter 32 Efficiently Replicating Corporate Bond Returns with CDS Indices

Johan Duyvesteyn, Patrick Houweling and Lodewijk Linden

Ch Chapter 33 Using Credit Default Swaps to Enhance the Return-to-Risk Profile of Buy-and-Hold Bond Portfolios

Marielle Jong

Ch Chapter 4 Foreign Exchange Derivatives

Frank J. Fabozzi, Gueorgui S. Konstantinov and Suprita Vohra

Ch Chapter 5 Volatility Derivatives

Kari Vatanen

Ch Chapter 6 Managing Volatility and Capturing Returns Through Derivatives

Alexander Rudin, Pravesh Kumar and Shubham Upadhyay

Ch Chapter 7 Using Derivatives When Rebalancing a Multi-Asset Portfolio with Private Investments

Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

Ch Chapter 8 Option Income Strategies Design

John Burrello and Frank J. Fabozzi

Ch Chapter 9 Liquidity Management with Stock-Index Futures

Kris Shen and Shaojun Zhang

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DOI: 10.1007/978-3-031-86354-7

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