Managing financial risk : a guide to derivative products, financial engineering, and value maximization /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York :
McGraw-Hill,
©1998
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| Edition: | 3rd edition. |
| Series: | Irwin library of investment & finance.
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| Subjects: |
Table of Contents:
- 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.