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
大学図書館所蔵 全42件
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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