Managing financial risk : a guide to derivative products, financial engineering, and value maximization /
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Author / Creator: | Smithson, C. W. (Charles W.) |
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Imprint: | Burr Ridge, Ill. : Irwin Professional Pub., c1995. |
Description: | xvi, 538 p. : ill. ; 25 cm. |
Language: | English |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1646349 |
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 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