The Resource Risk transfer : derivatives in theory and practice, Christopher L. Culp

Risk transfer : derivatives in theory and practice, Christopher L. Culp

Label
Risk transfer : derivatives in theory and practice
Title
Risk transfer
Title remainder
derivatives in theory and practice
Statement of responsibility
Christopher L. Culp
Creator
Subject
Language
eng
Summary
"Risk Transfer provides a basic understanding of the driving economic theory behind derivatives and risk transfer, then examines the advanced application and implementation of derivative instruments by corporations and institutional investors. Building the book around his popular University of Chicago graduate course, Professor Christopher L. Culp explores three fundamental areas in the structure and use of derivatives."--BOOK JACKET
Cataloging source
DLC
Dewey number
  • 332.64/57
  • 332.645
Illustrations
illustrations
Index
no index present
LC call number
HG6024.A3
LC item number
C85 2004
Literary form
non fiction
Label
Risk transfer : derivatives in theory and practice, Christopher L. Culp
Publication
Bibliography note
Includes bibliographical references (p. 417-433) and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
  • Preface: The Demonization of Derivatives -- Pt. 1. The Economics of Risk Transfer -- Ch. 1. The Determinants in Financial Innevation -- Ch. 2. Risk, Uncertainty, and Profit -- Ch. 3. Methods of Controlling Risk and Uncertainty -- Ch. 4. Risk Transfer and Contracting Structures -- Ch. 5. The Evolution of Derivatives Activity -- Ch. 6. Derivatives Trading, Clearance, and Settlement -- Pt. 2. Derivatives Valuation and Asset Lending -- Ch. 7. Principles of Derivatives Valuation -- Ch. 8. Own Rates of Interest and the Cost of Carry Model -- Ch. 9. The Supply of Storage and the Term Structure of Forward Prices -- Ch. 10. The Term Structure of Interest Rates -- Ch. 11. Basis Relations and Spreads -- Pt. 3. Speculation and Hedging -- Ch. 12. Speculation and the Speculative Risk Premium -- Ch. 13. Hedging Objectives -- Ch. 14. Hedge Ratios -- Ch. 15. Quality Basis Risk -- Ch. 16. Calendar Basis Risk -- Pt. 4. Appendixes -- App. 1. Economic Theory and Equilibrium
  • App. 2. Derivation of the Fundamental Value Equation -- App. 3. Relation between the Cost of Carry Model and the Fundamental Value Equation
Control code
000024962626
Dimensions
24 cm
Extent
xxx1, 448 p.
Isbn
9780471464983
Lccn
2003020245
Other physical details
ill.
http://library.link/vocab/recordID
.b20608317
System control number
  • 24962626lw
  • (OCoLC)53075797

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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