Global derivatives : a strategic risk management perspective

書誌事項

Global derivatives : a strategic risk management perspective

Torben Juul Andersen

Financial Times/Prentice Hall, 2006

大学図書館所蔵 件 / 4

この図書・雑誌をさがす

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Global Derivatives provides comprehensive coverage of different types of derivatives, including exchange traded contracts and over-the-counter instruments as well as real options. There is an equal emphasis on the practical application of derivatives and their actual uses in business transactions and corporate risk management situations. Various uses of financial derivatives are outlined from relatively simple transactional hedging problems to more complex strategic risk management situations and applications of options perspectives in corporate risk management scenarios. This book is ideal for MBA and undergraduate students with a finance or management focus. Review Quotes "An interesting and useful approach to the study of derivatives." George Christodoulakis, City University, UK "In Global Derivatives: A Strategic Risk Management Perspective Torben Juul Andersen has succeeded to gather in one book a complete and thorough summary and an easy-to-read explanation of all types of derivative instruments and their background and their use in modern management of risk." Steen Parsholt, Chairman and CEO, Aon Nordic Region

目次

Preface Introduction PART I: GLOBAL MARKETS AND STRATEGIC RISK EXPOSURES 1. International flow of funds, interest rate structure, and default spreads 2. Interest rate, foreign exchange, and other commercial risk exposures 3. International financial markets and competitive developments PART II: EXCHANGE TRADED AND OVER-THE-COUNTER DERIVATIVES 4. Financial futures contracts and options on futures 5. Forward agreements and option contracts 6. Swap agreements and other derivatives PART III: HEDGING WITH FINANCIAL DERIVATIVES 7. Hedging with financial futures contracts and options on futures 8. Hedging with forward agreements and options 9. Hedging with swap agreements and other derivatives PART IV: STRATEGIC RISK MANAGEMENT 10. Strategic exposures and real options 11. Managing strategic risk

「Nielsen BookData」 より

詳細情報

ページトップへ