Risk management, speculation, and derivative securities
著者
書誌事項
Risk management, speculation, and derivative securities
Academic Press, an imprint of Elsevier Science, c2002
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注記
Includes bibliographical references (p. 549-581) and index
内容説明・目次
内容説明
Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.
目次
Part I: Derivative Securities, Risk Management, and SpeculationDerivative SecuritiesRisk Management ConceptsSpeculative Trading ConceptsPart II: Futures and Forward ContractsArbitrage and the BasisThe Mechanics of Spread TradingRisk Management: Hedging and DiversificationPart III: Options ContractsOption BasicsOption ValuationApplication and Extension of Option Valuation TechniquesAppendix I: Basic Mathematics and Statistical ConceptsAppendix II: Money Market and Fixed Income CalculationsAppendix III: Mathematics for Option ValuationReferencesIndex
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