Extent: | Online-Ressource (XIII, 216 p, online resource) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based upon print version of record Contents; Chapter 1: Introduction; The Purpose of This Book; The Audience for This Book; Book Structure; The Benefits of Data Modeling Patterns; The Conceptual Models Used in This Book; Practice and Dedication; Asking the Right Questions; Conclusion; Recommended Reading; Chapter 2: Barker's Notation; Different Types of Data Models; Entity; Subtypes and Supertypes; Representing Subtypes/Supertypes in a Data Model; Subtype/Supertype Rules; Attributes; Relationships; Rules Governing Relationships; Relationships between Subtypes; Modeling Recursive Relationships Recursive One-to-Many RelationshipsRecursive Many-to-Many Relationships; Recursive One-to-One Relationships; Redundant Relationships; Exclusivity Arc; Barker's Positional Convention; Conclusion; Recommended Readings; Chapter 3: Financial Contracts; What Is a Contract?; Maintaining a Contract Participation History; Differentiating between a Contract and a Contract Type; Assets and Asset Types; The Importance of Ownership Recognition; Modeling Contract Asset Allocations; Contract Structure and Contract Type Structure; Contract Variables and Their Assignment; Business Strategy; Collateral Contract DeliveryContract Regulations; Conclusion; Recommended Readings; Chapter 4: Modeling Forward Contracts; Defining a Forward Contract; Forward Contract Specifications; Subtyping Contract Type; Forward Contract Data Modeling Basics; Associating Forward Contracts with Asset Types; Forward Contracts and Variable Assignment; Associating Forward Contracts with Business Strategies; Forward Contracts and Delivery; Forward Contracts and Cash Settlements; Offsetting Forward Contracts; Forward Contract Termination; Lawsuits and Violations; Conclusion; Chapter 5: Modeling Futures Contracts Modeling EmploymentSubtyping Futures Contracts; Modeling Futures Contracts Participation; Associating Futures Contracts with Paper Assets (Asset Types); Futures Contracts and Variable Assignment (Complete Model); Futures Contracts and Variable Assignment (Simplified Model); Futures Contracts and Variable Observations; Margin Accounts; Futures Contracts Delivery; Rolling Forward Futures Contracts; Summary of the Differences between Futures and Forward Contracts; Conclusion; Chapter 6: Modeling Options; Option Positions; Offsetting Orders; Underlying Assets Associating Option Contracts with Buyers and SellersModeling an Option Asset Type; Modeling Options as Physical Assets; Modeling Option Asset Allocation; The Importance of Mathematical Models; Calculating Volatility from Historical Data; Option Contract Variable Assignment; Option Contract Settlement Type; Automatic Option Exercise; Closing Out Option Contract; Naked Options; Modeling an Option's Delivery Subject Area; FLEX Options; Conclusion; Chapter 7: Modeling Advanced Options Strategies; A Simple Strategy Involving One Stock and One Option; Option Strategy Metadata Modeling; Bull Spreads Bear Spreads |
ISBN: | 978-1-4302-6590-0 ; 978-1-4302-6589-4 |
Other identifiers: | 10.1007/978-1-4302-6590-0 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014017611