| 000 | 01541nam a2200181Ia 4500 | ||
|---|---|---|---|
| 020 | _a8131501884 | ||
| 041 | _aENG | ||
| 082 |
_a332.632 _bSTU |
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| 100 | _aStulz, René M. | ||
| 245 | 0 |
_aRisk management & derivatives / _cRene M. Stulz |
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| 260 |
_aNew Delhi : _bThomson/South-Western, _c2007. |
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| 300 |
_axxii, 676 pages : _billustrations ; _c26 cm. |
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| 505 | _aPart 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. | ||
| 650 | _aRisk management. | ||
| 650 | _aDerivative securities. | ||
| 650 | _aPortfolio-theorie. | ||
| 942 |
_cBK _2ddc |
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| 999 |
_c313 _d313 |
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