The Resource Managing derivative risks : the use and abuse of leverage, Lillian Chew

Managing derivative risks : the use and abuse of leverage, Lillian Chew

Label
Managing derivative risks : the use and abuse of leverage
Title
Managing derivative risks
Title remainder
the use and abuse of leverage
Statement of responsibility
Lillian Chew
Creator
Subject
Language
eng
Dewey number
332.6
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
C4854 1996
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley frontiers in finance
Label
Managing derivative risks : the use and abuse of leverage, Lillian Chew
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • fro
Contents
Pt. 1. Setting the Scene. 1. Derivatives - The Beauty. 2. Derivatives - The Beast. 3. Beauty v The Beast -- Pt. 2. Analysing the Risks. 4. Spot Risks. 5. Forward Risks. 6. Option Risks: Curvature and Time Decay. 7. Option Risks: Volatility and Prepayment. 8. Unbundling Structures -- Pt. 3. Managing Risks. 9. Just One Number. 10. Not Just One Man! -- Appendix 1: Extract from Robert C. Merton's Article in The Journal of Applied Corporate Finance -- Appendix 2: Extract from The Commodity Futures Trading Commission Filing of Administrative Proceedings against BT Securities Corporation -- Appendix 3: G-30 Global Derivatives Study Group: Practices and Principles; Working Paper of the Valuation and Market Risk Management Subcommittee -- Appendix 4: G-30 Global Derivatives Study Group: Practices and Principles; Extracts from a Working Paper of the Credit Risk Measurement and Management Subcommittee -- Appendix 5: Standard and Poor's Criteria for Securities Receiving an 'R' Rating
Control code
000011831840
Dimensions
24 cm
Extent
xviii, 313 p.
Isbn
9780471956228
Lccn
95037963
Other physical details
ill.
http://library.link/vocab/recordID
.b17918613
System control number
  • 33217006299011
  • (OCoLC)33046044

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