Risk Management, Speculation, and Derivative Securities
Seiten
2002
Academic Press Inc (Verlag)
978-0-12-558822-5 (ISBN)
Academic Press Inc (Verlag)
978-0-12-558822-5 (ISBN)
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Presenting an explanation of speculative trading and risk management from the practitioner's point of view, this text on financial risk management departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. It offers a general framework for risk management and speculation using derivative securities.
Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.
Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.
Faculty of Business Administration, Simon Fraser University, Burnaby, British Columbia, Canada
Part I: Derivative Securities, Risk Management, and SpeculationDerivative SecuritiesRisk Management ConceptsSpeculative Trading ConceptsPart II: Futures and Forward ContractsArbitrage and the BasisThe Mechanics of Spread TradingRisk Management: Hedging and DiversificationPart III: Options ContractsOption BasicsOption ValuationApplication and Extension of Option Valuation TechniquesAppendix I: Basic Mathematics and Statistical ConceptsAppendix II: Money Market and Fixed Income CalculationsAppendix III: Mathematics for Option ValuationReferencesIndex
| Erscheint lt. Verlag | 12.7.2002 |
|---|---|
| Verlagsort | San Diego |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 950 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
| ISBN-10 | 0-12-558822-4 / 0125588224 |
| ISBN-13 | 978-0-12-558822-5 / 9780125588225 |
| Zustand | Neuware |
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