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Risk management & derivatives / Rene M. Stulz

By: Stulz, René MMaterial type: TextTextLanguage: English Publisher: New Delhi : Thomson/South-Western, 2007Description: xxii, 676 pages : illustrations ; 26 cmISBN: 8131501884Subject(s): Risk management | Derivative securities | Portfolio-theorieDDC classification: 332.632
Contents:
Part 1. Why Risk Management? Ch. 1. Introduction. Ch. 2. Investors and Risk Management. Ch. 3. Creating Value with Risk Management. Ch. 4. A Firm-Wide Approach to Risk Management -- Part 2. Hedging with Forwards, Futures, and Options Contracts. Ch. 5. Forward and Futures Contracts. Ch. 6. Hedging Exposures with Forward and Futures Contracts. Ch. 7. Optimal Hedges for the Real World. Ch. 8. Identifying and Managing Cash Flow Exposures. Ch. 9. Measuring and Managing Interest Rate Risks. Ch. 10. Hedging with Options. Ch. 11. Option Pricing, Dynamic Hedging, and the Binomial Model. Ch. 12. The Black-Scholes Model. Ch. 13. Risk Measurement and Risk Management with Nonlinear Payoffs. Ch. 14. Options on Bonds and Interest Rates -- Part 3. Beyond Plain Vanilla Risk Management. Ch. 15. The Demand and Supply for Derivative Products. Ch. 16. Swaps. Ch. 17. Using Exotic Options. Ch. 18. Credit Risks and Credit Derivatives. Ch. 19. Recent Developments in the Practice of Risk Management -- Part 4. Conclusion.
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Books Institute of Public Enterprise, Library
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332.632 STU (Browse shelf) Available 36480
Books Institute of Public Enterprise, Library
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332.632 STU (Browse shelf) Available 35608
Books Institute of Public Enterprise, Library
S Campus
332.632 STU (Browse shelf) Available 35613
Books Institute of Public Enterprise, Library
S Campus
332.632 STU (Browse shelf) Available 35610
Books Institute of Public Enterprise, Library
S Campus
332.632 STU (Browse shelf) Available 35609
Books Institute of Public Enterprise, Library
S Campus
332.632 STU (Browse shelf) Available 35611
Books Institute of Public Enterprise, Library
S Campus
332.632 STU (Browse shelf) Available 35612

Part 1. Why Risk Management?
Ch. 1. Introduction.
Ch. 2. Investors and Risk Management.
Ch. 3. Creating Value with Risk Management.
Ch. 4. A Firm-Wide Approach to Risk Management --
Part 2. Hedging with Forwards, Futures, and Options Contracts.
Ch. 5. Forward and Futures Contracts.
Ch. 6. Hedging Exposures with Forward and Futures Contracts.
Ch. 7. Optimal Hedges for the Real World.
Ch. 8. Identifying and Managing Cash Flow Exposures.
Ch. 9. Measuring and Managing Interest Rate Risks.
Ch. 10. Hedging with Options.
Ch. 11. Option Pricing, Dynamic Hedging, and the Binomial Model.
Ch. 12. The Black-Scholes Model.
Ch. 13. Risk Measurement and Risk Management with Nonlinear Payoffs.
Ch. 14. Options on Bonds and Interest Rates --
Part 3. Beyond Plain Vanilla Risk Management.
Ch. 15. The Demand and Supply for Derivative Products.
Ch. 16. Swaps. Ch. 17. Using Exotic Options.
Ch. 18. Credit Risks and Credit Derivatives.
Ch. 19. Recent Developments in the Practice of Risk Management --
Part 4. Conclusion.

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