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| Implementing the SEC Risk Quantification Requirements Paper that describes implementation of the Securities and Exchange Commission's requirements for derivatives instrument disclosure. | |
| Derivatives: The Good, The Bad and The Ugly A look at the pros and cons of derivatives. | ||
| Benefits and Risks of Derivatives Discussion of the economic benefits associated with the issuance and trading of derivative instruments. | ||
| Derivatives Lecture notes covering futures, options and hedging strategies, by Mark Rubenstein, professor of Applied Investment Analysis at University of California, Berkeley. | ||
| Solution133.com Joint venture between PricewaterhouseCoopers and Gifford Fong Associates that offers information and tools to address hedge effectiveness testing, derivative valuation and reporting requirements of Statement of Financial Accounting Standards No.. | ||
| Six Recent Reports On Financial Derivatives: A Critical Appraisal Discussion and comparison of the nature and motives behind recent reports on financial derivatives risk management. | ||
| CPA Journal: Derivatives Accounting and Other Comprehensive Income Article in the March 2000 issue. | ||
| Stochastic Calculus and Finance Comprehensive paper that covers financial calculus and differential equations, binomial and arbitrage pricing, CAPM and APT, and applications for pricing options, interest rate derivatives, and the term structure. Presented by Steven Shreve. | ||
| Derivative Induced Price Manipulation Paper by Duane Seppi of Carnegie Mellon University, examining the implications of price manipulation in underlying instruments on their respective derivatives. | ||
| Derivatives Performance Attribution This paper shows how to decompose the dollar profit earned from an option into two basic components. By Mark Rubenstein, UC Berkeley, May 1998. Requires Acrobat Reader. | ||
| British Banking Association Statement of Recommended Accounting Practice on Derivatives Guidelines on defining terms, hedge classifications and guidelines for accounting for derivatives. | ||
| FAS 133 Implementation Detailed checklist for implementing FAS 133. | ||
| An Introduction to Derivative Instruments and Their Uses Description of derivative instruments and their applications. | ||
| Derivativesmodels.com News and pricing models for options on equity, foreign exchange, bonds, swaps and credit derivatives. | ||
| Glossary of Derivatives A glossary of derivative instruments and terms provided by Contingency Analysis. | ||
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