{"product_id":"9781430262756","title":"Managing Derivatives Contracts: A Guide to Derivatives Market Structure, Contract Life Cycle, Operations, and Systems","description":"\u003cp\u003e    \u003c\/p\u003e\u003cp\u003e\"I am sure practitioners, auditors, and regulators will find the content of Mr Shaik's book of value. The accessible style is also welcome. All in all, a worthwhile addition to the finance literature and one that hopefully helps plug the knowledge gap in this field.\" — from the foreword by Professor Moorad Choudhry, Brunel University\u003c\/p\u003e\u003cp\u003e\u003cem\u003eManaging Derivatives Contracts\u003c\/em\u003e is a comprehensive and practical treatment of the end-to-end management of the derivatives contract operations, systems, and platforms that support the trading and business of derivative products. This book focuses on the processes and systems in the derivatives contract life cycle that underlie and implement the activities of derivatives trading, pricing, and risk management.\u003c\/p\u003e\u003cp\u003eKhader Shaik, a Wall Street derivatives platform implementation expert, lays out all the fundamentals needed to understand, conduct, and manage derivatives operations. In particular, he provides both introductory and in-depth treatment of the following topics: derivative product classes; the market structure, mechanics, and players of derivatives markets; types of derivative contracts and life cycle management; derivatives technology platforms, software systems, and protocols; derivatives contracts management; and the new regulatory landscape as shaped by reforms such as Dodd-Frank Title VII and EMIR. \u003cem\u003eManaging Derivatives Contracts\u003c\/em\u003e focuses on the operational processes and market environment of the derivatives life cycle; it does not address the mathematics or finance of derivatives trading, which are abundantly treated in the standard literature.\u003c\/p\u003e\u003cp\u003e\u003cem\u003eManaging Derivatives Contracts\u003c\/em\u003e is divided into four parts. The first part provides a structural overview of the derivatives markets and product classes. The second part examines the roles of derivatives market players, the organization of buy-side and sell-side firms, critical data elements, and the Dodd-Frank reforms. Within the framework of total market flow and straight-through processing as constrained by regulatory compliance, the core of the book details the contract life cycle from origination to expiration for each of the major derivatives product classes, including listed futures and options, cleared and bilateral OTC swaps, and credit derivatives. The final part of the book explores the underlying information technology platform, software systems, and protocols that drive the end-to-end business of derivatives. In particular, it supplies actionable guidelines on how to build a platform using vendor products, in-house development, or a hybrid approach.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e         What you’ll learn\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003evarious execution models in the derivatives market \u003c\/li\u003e\n\u003cli\u003eSTP contract workflow within the firm and across external entities \u003c\/li\u003e\n\u003cli\u003emarket structure involving dealers, inter-dealer brokers, buy-side firms, servicing firms, regulatory bodies, and other third-party administrators \u003c\/li\u003e\n\u003cli\u003enotable species of exotic derivatives as well as all the major derivatives product classes \u003c\/li\u003e\n\u003cli\u003eimplementation and integration of vendor and in-house platforms \u003c\/li\u003e\n\u003cli\u003eFpML, FIX, and SWIFT protocols and standards \u003c\/li\u003e\n\u003cli\u003eoperational aspects of post-reform regulatory compliance \u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003c\/p\u003eWho this book is for      \u003cp\u003e     \u003c\/p\u003e\u003cp\u003e\u003cem\u003eManaging the Derivatives Life Cycle\u003c\/em\u003e is suitable for personnel on all teams directly or indirectly engaged in derivatives trading, especially those personnel involved in derivatives operations and the underlying systems, who typically outnumber the traders and quants in a firm by an order of magnitude. Its primary readerships are newcomers to the field, middle-office teams of derivatives operations professionals, and technology personnel (project managers, business analysts,developers, and testers). Its secondary readerships include front-office teams (traders), back-office teams (payment processing), mid-level management, and auditors and compliance teams.\u003c\/p\u003e           Table of Contents\u003cp\u003e\u003cstrong\u003eChapter 1: The Derivatives Market\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 2: The Derivative Products\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 3: Derivatives and Risk Management\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 4: The Derivatives Contract\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 5: The Market Players\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 6: The Buy-Side Organization\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 7: The Sell-Side Organization\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 8: Market and Reference Data\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 9: The Dodd-Frank Act and Other Reforms\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 10: The Derivatives Contract Life Cycle\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 11: Collateral Management\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 12: Futures Life Cycle\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 13: Listed Options Life Cycle \u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 14: OTC Cleared Contract Life Cycle\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 15: OTC Bilateral Contract Life Cycle\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 16: Credit Contract Life Cycle\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 17: Derivatives and Information Technology \u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 18: IT Platforms and Systems\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eChapter 19: Platform Architecture and Implementation Guidelines\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"Apress","offers":[{"title":"Default Title","offer_id":47128077435120,"sku":"9781430262756","price":63.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781430262756_p0.jpg?v=1763751039","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781430262756","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}