Detalles de la obra

Managing financial risk
a guide to derivative products, financial engineering, and value maximization
Smithson, Charles W.; Wilford, D. Sykes; Smith, Clifford W.
Pie de imprenta:
New York: Irwin, 1995
Descripción física:
538 p. tbls., grafs., diagrs.
Contiene: 1.The evolution of risk management products.- 2.An overview of the risk management process.- 3.The state of the risk management market.- 4.How risk management can increase the value of the firm.- 5.Measuring a firm's exposure to financial price risk.- 6.Forward contracts.- 7.Using forwards to manage financial price risks.- 8.Futures.- 9.Using futures to manage financial prices risks.- 10.Swaps.- 11. Using swaps to manage financial price risks.- 12.A primer on options.- 13.A taxonomy of option-pricing models.- 14.Using options to manage financial price risks.- 15.Engineering "new" risk management products.- 16.Hybrid securities.- 17.Measurement and managing default risk.- 18.Managing price risk in a portfolio of derivatives.- 19.The impact of risk mangement.
Ubicación física:
658.15 / SMI
Tipo de material:
[Material Impreso]