Managing financial risk : a guide to derivative products, financial engineering, and value maximization
著者
書誌事項
Managing financial risk : a guide to derivative products, financial engineering, and value maximization
（The Irwin library of investment and finance）
McGraw-Hill, 1998
[3rd ed.]
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注記
Bibliography: p. 642-653
Includes index
内容説明・目次
内容説明
The established leading authority in risk management - completely updated. For years, financial executives and risk managers have recognized Charles Smithson's "Managing Financial Risk" as the authoritative source for comprehensive coverage of risk management products. While other books may touch on specific strategies and products, "Managing Financial Risk" stands alone in exploring derivatives and risk management from all angles, providing trusted guidance to both the sell and the buy sides. "Managing Financial Risk, 3rd Edition", updates and expands this indispensable resource.Combining a comprehensive explanation of forwards, futures, swaps, options, and hybrid securities with the latest technologies for effectively managing financial risk, this authoritative and insightful edition now includes: a look at recent innovations in the risk management marketplace, including electricity derivatives and featuring credit derivatives - the newest of the risk management products; explanation of implementing a risk management program; new coverage on the effective use of risk management by institutional investors and financial institutions; an expanded discussion of the way a dealer measures and manages the credit and market risk associated with derivatives - a discussion that includes a clear exposition of 'value-at-risk'.
目次
The Evolution of Risk Management Products. An Overview of the Risk Management Process. Impact of the Introduction of the Risk Management Products. Forward Contracts. Applications of Forwards. Futures.Applications of Futures. Swaps. Applications of Swaps. A Primer on Options. First-Generation Options. Applications of Options.Second-Generation Options. Engineering ``New'' Risk Management Products. Hybrid Securities. The Dealer's Perspective. Measuring and Managing Default Risk. Managing Price Risk in a Portfolio of Derivatives. Risk Governance. Risk Management and the Value of a Nonfinancial Firm. Measuring a Nonfinancial Firm's Exposure to Financial Price Risk. Implementing a Risk Management Program. Uses of Risk Management Products by Banks and Other Financial Institutions.Uses of Risk Management Products by Institutional Investors.
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