TY  - BOOK
AU  - Stulz, René M.
TI  - Risk management & derivatives
SN  - 8131501884
U1  - 332.632 
PY  - 2007///
CY  - New Delhi
PB  - Thomson/South-Western, 
KW  - Risk management.
KW  - Derivative securities.
KW  - Portfolio-theorie
N1  - 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
ER  -