Managing derivative risks : the use and abuse of leverage
著者
書誌事項
Managing derivative risks : the use and abuse of leverage
（Wiley frontiers in finance）
Wiley, 1996
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
The collapse of Barings Bank is the latest in a long line of financial disasters which have been blamed on derivatives. Promoters of these instruments argue that they provide a useful service, helping to manage risk in an increasingly volatile market. Misuse has occurred through a combination of greed, a lack of understanding of their unique risk and the failure of management to control those who have to deal in them. This guide explains in simple, non-technical terms the benefits and risks of derivatives. Through extensive discussion of recent high-profile losses, it demonstrates how derivatives have been misused and shares proven strategies for their successful management.
目次
- SETTING THE SCENE
- Derivatives - The Beauty
- Derivatives - The Beast
- Beauty v The Beast
- ANALYSING THE RISKS
- Spot Risks
- Forward Risks
- Option Risks: Curvature and Time Decay
- Option Risks: Volatility and Prepayment
- Unbundling Structures
- MANAGING RISKS
- Just One Number
- Not Just One Man!
- Appendices
- Glossary
- Index.
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