Central Library - Coimbatore

Online Public Access Catalog

Amazon cover image
Image from Amazon.com

Risk management and derivatives

By: Material type: TextTextPublication details: Thomson / South-Western; c2003Edition: 0Description: "xxii,676p. : ill. ;25cm."ISBN:
  • 8131501884
Subject(s): Summary: "Contents: Part 1: Why risk management? -- Chapter 1: introduction -- Chapter 2: investors and risk management -- Chapter 3: creating value with risk management -- Chapter 4: a firm-wide approach to risk management -- Part 2: Chapter 5: foreward and futures contracts -- Chapter 6: hedging exposures with forward and futures contracts -- Chapter 7: optimal hedges for the real world -- Chapter 8: identifying and managing cash flow exposures -- Chapter 9: measuring and managing interest rate risks -- Chapter 10: hedging with options -- Chapter 11: option pricing, dynamic hedging and the binomial model -- Chapter 12: The black-scholes model -- Chapter 13: risk measurement and risk management with nonlinear payoffs -- Chapter 14: options on bonds and interest rates -- Part 3: Beyond plain vanilla risk management -- Chapter 15: the demand and supply for derivative products -- Chapter 16: swaps -- Chapter 17: using exotic options -- Chapter 18: credit risks and credit derivatives -- Chapter 19: recent developments in the practice of risk management -- Part 4: Conclusion."
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Home library Call number Status Barcode
BOOKS BOOKS AMRITA SCHOOL OF BUSINESS 332.645 P4 (Browse shelf(Opens below)) Available M12092

includes bibliography and index

"Contents: Part 1: Why risk management? -- Chapter 1: introduction -- Chapter 2: investors and risk management -- Chapter 3: creating value with risk management -- Chapter 4: a firm-wide approach to risk management -- Part 2: Chapter 5: foreward and futures contracts -- Chapter 6: hedging exposures with forward and futures contracts -- Chapter 7: optimal hedges for the real world -- Chapter 8: identifying and managing cash flow exposures -- Chapter 9: measuring and managing interest rate risks -- Chapter 10: hedging with options -- Chapter 11: option pricing, dynamic hedging and the binomial model -- Chapter 12: The black-scholes model -- Chapter 13: risk measurement and risk management with nonlinear payoffs -- Chapter 14: options on bonds and interest rates -- Part 3: Beyond plain vanilla risk management -- Chapter 15: the demand and supply for derivative products -- Chapter 16: swaps -- Chapter 17: using exotic options -- Chapter 18: credit risks and credit derivatives -- Chapter 19: recent developments in the practice of risk management -- Part 4: Conclusion."

There are no comments on this title.

to post a comment.
Share

Maintained by : Central Library, Amrita Vishwa Vidyapeetham, Coimbatore

TOTAL VISITORS
website counter