Christopher Culp
Risk Transfer
Derivatives in theory and practice
Gebonden Engels 2004 1e druk 9780471464983Verwachte levertijd ongeveer 8 werkdagen
Samenvatting
'Risk Transfer' verschaft een basale kennis van de drijvende economische theorie achter derivaten en 'risk transfers', vervolgens wordt de geavanceerde applicatie en implementatie van 'derivative instruments' door bedrijven en institutionele beleggers besproken.
Specificaties
ISBN13:9780471464983
Trefwoorden:beleggen, financieel management, derivaten, risico, risk management
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:448
Uitgever:John Wiley & Sons
Druk:1
Hoofdrubriek:Financieel management
Lezersrecensies
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Inhoudsopgave
Preface: The Demonization of Derivatives.
Introduction and Structure of the Book.
Mathematical Notation.
PART ONE: The Economics of Risk Transfer.
CHAPTER 1: The Determinants of Financial innovation
CHAPTER 2: Risk, Uncertainty, and Profit.
CHAPTER 3: Methods of Controlling Risk and Uncertainty.
CHAPTER 4: Risk Transfer and Contracting Structures.
CHAPTER 5: The Evolution of Derivatives Activity.
CHAPTER 6: Derivatives Trading, Clearance, and Settlement.
PART TWO: Derivatives Valuation and Asset Lending.
CHAPTER 7: Principles of Derivatives Valuation.
CHAPTER 8: Own Rates of Interest and the Cost of Carry Model.
CHAPTER 9: The Supply of Storage and the Term Structure of Forward Prices.
CHAPTER 10: The Term Structure of Interest Rates.
CHAPTER 11: Basis Relations and Spreads.
PART THREE: Speculation and Hedging.
CHAPTER 12: Speculation and the Speculative Risk Premium.
CHAPTER 13: Hedging Objectives.
CHAPTER 14: Hedge Ratios.
CHAPTER 15: Quality Basis Risk.
CHAPTER 16: Calendar Basis Risk.
PART FOUR: Appendixes.
APPENDIX 1: Economic Theory and Equilibrium.
APPENDIX 2: Derivation of the Fundamental Value Equation.
APPENDIX 3: Relation between the Cost of Carry Model and the Fundamental Value Equation.
References.
Index.
Introduction and Structure of the Book.
Mathematical Notation.
PART ONE: The Economics of Risk Transfer.
CHAPTER 1: The Determinants of Financial innovation
CHAPTER 2: Risk, Uncertainty, and Profit.
CHAPTER 3: Methods of Controlling Risk and Uncertainty.
CHAPTER 4: Risk Transfer and Contracting Structures.
CHAPTER 5: The Evolution of Derivatives Activity.
CHAPTER 6: Derivatives Trading, Clearance, and Settlement.
PART TWO: Derivatives Valuation and Asset Lending.
CHAPTER 7: Principles of Derivatives Valuation.
CHAPTER 8: Own Rates of Interest and the Cost of Carry Model.
CHAPTER 9: The Supply of Storage and the Term Structure of Forward Prices.
CHAPTER 10: The Term Structure of Interest Rates.
CHAPTER 11: Basis Relations and Spreads.
PART THREE: Speculation and Hedging.
CHAPTER 12: Speculation and the Speculative Risk Premium.
CHAPTER 13: Hedging Objectives.
CHAPTER 14: Hedge Ratios.
CHAPTER 15: Quality Basis Risk.
CHAPTER 16: Calendar Basis Risk.
PART FOUR: Appendixes.
APPENDIX 1: Economic Theory and Equilibrium.
APPENDIX 2: Derivation of the Fundamental Value Equation.
APPENDIX 3: Relation between the Cost of Carry Model and the Fundamental Value Equation.
References.
Index.
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