Managing financial risk : a guide to derivative products, financial engineering, and value maximization /
Charles W. Smithson.
- 3rd ed.
- New York : McGraw-Hill, 1998.
- xxiv, 663 pages : illustrations ; 24 cm
- Irwin library of investment & finance .
- Irwin library of investment & finance. .
Includes bibliographical references (pages 642-653) and index.
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.
Managing Financial Risk, 3rd Edition, is the most comprehensive risk management text available today. Packed with new information on current products and strategies, plus contributions from leading companies including British Petroleum, Citibank, J.P. Morgan, McDonald's, Morgan Stanley, Ontario Teachers' Pension Plan, and others, this valued addition to the Irwin Library of Investment & Finance covers every aspect of risk management and the derivatives marketplace with insight and authority.
007059354X 9780070593541 0071378588 9780071378581
98017711
GB9926452 bnb
Business enterprises--Finance. Risk management. Derivative securities. Risk Management Entreprises--Finances. Gestion du risque. Instruments derives (Finances) risk management. Business enterprises--Finance. Derivative securities. Risk management. Financieel management. Risk management. Financiering.