Risk Management And Financial Derivatives

Author : Rob Quail,James A. Overdahl
Publisher : John Wiley & Sons
Page : 337 pages
File Size : 54,5 Mb
Release : 2003-03-20
Category : Business & Economics
ISBN : 9780471467663

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Financial Derivatives by Rob Quail,James A. Overdahl Pdf

"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.

Author : Satyajit Das
Publisher : McGraw-Hill Companies
Page : 888 pages
File Size : 53,6 Mb
Release : 1998
Category : Derivative securities
ISBN : UCSC:32106018453438

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Risk Management and Financial Derivatives by Satyajit Das Pdf

"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Author : Satyajit Das
Publisher : John Wiley & Sons
Page : 1348 pages
File Size : 41,8 Mb
Release : 2005-10-14
Category : Business & Economics
ISBN : 9780470821657

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Risk Management by Satyajit Das Pdf

Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).

Author : Rob Quail,James A. Overdahl
Publisher : John Wiley & Sons
Page : 627 pages
File Size : 44,7 Mb
Release : 2009-10-15
Category : Business & Economics
ISBN : 9780470541746

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Financial Derivatives by Rob Quail,James A. Overdahl Pdf

Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.

Author : Barry Leonard
Publisher : DIANE Publishing
Page : 197 pages
File Size : 47,9 Mb
Release : 1999-06
Category : Electronic
ISBN : 9780788180200

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Risk Management of Financial Derivatives by Barry Leonard Pdf

Provides a framework for evaluating the adequacy of risk management practices of derivative dealers and end-users. More technical information on the various aspects of derivatives risk management, such as evaluating statistical models, is available in the appendix. Separate examination procedures, internal control questions, and verification procedures are provided for dealers and end-users. The examination procedures are designed to be comprehensive. These guidelines and procedures focus principally on off-balance-sheet derivatives and structured notes.

Author : Sundaram Janakiramanan
Publisher : Pearson Education India
Page : 548 pages
File Size : 52,8 Mb
Release : 2011
Category : Electronic
ISBN : 8131755142

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Derivatives and Risk Management by Sundaram Janakiramanan Pdf

Author : Robert A Jarrow,Arkadev Chatterjea
Publisher : World Scientific
Page : 772 pages
File Size : 50,7 Mb
Release : 2019-05-16
Category : Business & Economics
ISBN : 9781944659578

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Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition) by Robert A Jarrow,Arkadev Chatterjea Pdf

Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!

Author : Claudio Albanese,Giuseppe Campolieti
Publisher : Academic Press
Page : 436 pages
File Size : 45,8 Mb
Release : 2006
Category : Business & Economics
ISBN : 9780120476824

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Advanced Derivatives Pricing and Risk Management by Claudio Albanese,Giuseppe Campolieti Pdf

Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.

Author : Don M. Chance
Publisher : South Western Educational Publishing
Page : 0 pages
File Size : 46,8 Mb
Release : 2004
Category : Capital assets pricing model
ISBN : 032417800X

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An Introduction to Derivatives & Risk Management by Don M. Chance Pdf

A market leader, this book has detailed but flexible coverage of options, futures, forwards, swaps, and risk management ? as well as a solid introduction to pricing, trading, and strategy allowing readers to gain valuable information on a wide range of topics and apply to situations they may face.

Author : Michael Dempsey
Publisher : Routledge
Page : 236 pages
File Size : 55,5 Mb
Release : 2021-05-17
Category : Business & Economics
ISBN : 9781000386172

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Financial Risk Management and Derivative Instruments by Michael Dempsey Pdf

Financial Risk Management and Derivative Instruments offers an introduction to the riskiness of stock markets and the application of derivative instruments in managing exposure to such risk. Structured in two parts, the first part offers an introduction to stock market and bond market risk as encountered by investors seeking investment growth. The second part of the text introduces the financial derivative instruments that provide for either a reduced exposure (hedging) or an increased exposure (speculation) to market risk. The fundamental aspects of the futures and options derivative markets and the tools of the Black-Scholes model are examined. The text sets the topics in their global context, referencing financial shocks such as Brexit and the Covid-19 pandemic. An accessible writing style is supported by pedagogical features such as key insights boxes, progressive illustrative examples and end-of-chapter tutorials. The book is supplemented by PowerPoint slides designed to assist presentation of the text material as well as providing a coherent summary of the lectures. This textbook provides an ideal text for introductory courses to derivative instruments and financial risk management for either undergraduate, masters or MBA students.

Author : Satyajit Das
Publisher : Unknown
Page : 0 pages
File Size : 40,9 Mb
Release : 2006
Category : Derivative securities
ISBN : OCLC:1392125150

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Risk Management by Satyajit Das Pdf

Author : Robert E. Whaley
Publisher : Wiley
Page : 960 pages
File Size : 52,5 Mb
Release : 2007-02-26
Category : Business & Economics
ISBN : 9780470086384

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Derivatives by Robert E. Whaley Pdf

Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.

Author : Geoffrey Poitras
Publisher : Academic Press
Page : 628 pages
File Size : 51,9 Mb
Release : 2002-06-10
Category : Business & Economics
ISBN : 0125588224

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Risk Management, Speculation, and Derivative Securities by Geoffrey Poitras Pdf

Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, "Risk Management, Speculation, and Derivative Securities" is a standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.

Author : Keith Cuthbertson,Dirk Nitzsche
Publisher : John Wiley & Sons
Page : 802 pages
File Size : 52,9 Mb
Release : 2001-06-08
Category : Business & Economics
ISBN : 9780471495840

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Financial Engineering by Keith Cuthbertson,Dirk Nitzsche Pdf

This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software

Author : Anonim
Publisher : Walter de Gruyter GmbH & Co KG
Page : 386 pages
File Size : 40,7 Mb
Release : 2018-05-07
Category : Business & Economics
ISBN : 9781547400058

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Risk Takers by Anonim Pdf

Risk Takers: Uses and Abuses of Financial Derivatives goes to the heart of the arcane and largely misunderstood world of derivative finance and makes it accessible to everyone—even novice readers. Marthinsen takes us behind the scenes, into the back alleyways of corporate finance and derivative trading, to provide a bird’s-eye view of the most shocking financial disasters of the past quarter century. The book draws on real-life stories to explain how financial derivatives can be used to create or to destroy value. In an approachable, non-technical manner, Marthinsen brings these financial derivatives situations to life, fully exploring the context of each event, evaluating their outcomes, and bridging the gap between theory and practice.