Risk Management & Derivatives

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Risk Management & Derivatives

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  • 製本 Hardcover:ハードカバー版／ページ数 792 p.
  • 言語 ENG
  • 商品コード 9780538861014
  • DDC分類 332

Full Description


In direct contrast to most existing derivatives books which emphasize issues related to the pricing and hedging of derivatives and are intended more to train traders, not managers, this groundbreaking book is designed for those who want to teach managers how to use derivatives to maximize firm value through risk management. This book presents the crucial tools necessary for executives and future derivatives players to effectively hedge with derivatives in order to protect firms from losses. Coverage includes all the pricing tools that are necessary for those who seriously intend to use derivatives as well as the necessary tools to evaluate how to use a particular derivative to reduce risk. Rather than focusing on an array of possible derivatives, the book is much more concerned about teaching a general approach to use derivatives so that students know how to use existing derivatives for risk management as well as derivatives that do not yet exist.

Contents

1. Introduction to Derivatives2. Investors, Derivatives and Risk Management3. Creating value with risk management4. An integrated approach to risk management5. Forward and futures contracts6. Hedging exposures with forward and futures contracts7. Optimal hedges for the real world8. Identifying and managing cash flow exposures9. Hedging with options10. Option pricing, dynamic hedging, and the binomial model11. The Black-Scholes model12. Risk measurement and risk management with nonlinear payoffs13. Options on bonds and interest rates14. The demand and supply for derivative products15. Swaps16. Using Exotic Options17. Credit risks and credit derivatives18. The practice of risk management: Recent and future developments.