Risk management and derivatives
"Stulz, Rene M"
Risk management and derivatives - 0 - Thomson / South-Western c2003 - "xxii,676p. : ill. ;25cm."
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."
8131501884
Derivative securities
Risk management
Risk management and derivatives - 0 - Thomson / South-Western c2003 - "xxii,676p. : ill. ;25cm."
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."
8131501884
Derivative securities
Risk management