Table of
Contents
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2 Domain Background
2.1 Derivative
Instruments
2.2 Managing Market
Risk
2.3 Other
Preliminaries
3 The User’s Perspective
3.1 Users
3.2 Traded Instruments
3.3 Trades
3.4 Portfolios
3.5 What-If Analysis
and Scenarios
4 How It Works
4.1 Instruments
4.2 Traded Instruments
4.3 Composite Traded
Instruments
4.4 Pricing Models
4.5 Market Conventions
4.6 The Quote Server
4.7 Trades
4.8 Portfolios
4.9 VaR Simulation Engine
4.10 Scenarios
4.11 The Risk
Manager
4.12 Monetary Amount
5 Patterns
5.1 Analysis
Patterns
5.2 Design Patterns
6 Conclusions and
Future Work
Bibliography
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