Managing financial risk : a guide to derivative products, financial engineering, and value maximization /

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Bibliographic Details
Author / Creator:Smithson, C. W. (Charles W.)
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
Hidden Bibliographic Details
Other uniform titles:Smith, Clifford W., Jr., 1946-
Wilford, D. Sykes
Smith, Clifford W. Managing financial risk.
ISBN:0786300086
Notes:Rev. ed. of: Managing financial risk / Clifford W. Smith, Jr., Charles W. Smithson, D. Sykes Wilford. c1990.
Includes bibliographical references and index.
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