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Risk management & derivatives / Rene M. Stulz

By: Material type: TextTextLanguage: English Publication details: New Delhi : Thomson/South-Western, 2007.Description: xxii, 676 pages : illustrations ; 26 cmISBN:
  • 8131501884
Subject(s): DDC classification:
  • 332.632 STU
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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Item type Current library Call number Status Date due Barcode
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) Available 36480
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) Available 35608
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) Checked out 11/21/2024 35613
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) Available 35610
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) Available 35609
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) Available 35611
Books Institute of Public Enterprise, Library S Campus 332.632 STU (Browse shelf(Opens below)) 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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