Managing financial risk : a guide to derivative products, financial engineering, and value maximization - Smithson, C. W. (Charles W.) (New York : McGraw-Hill, 1998)
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 total return swaps 313 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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Keywords: EMPRESAS -- FINANZAS; ADMINISTRACION DE RIESGOS; FINANCIAMIENTO DE EMPRESAS; DERIVADOS FINANCIEROS