Risk Management, Speculation, and Derivative Securities - Geoffrey Poitras

Risk Management, Speculation, and Derivative Securities

Buch | Hardcover
601 Seiten
2002
Academic Press Inc (Verlag)
978-0-12-558822-5 (ISBN)
159,60 inkl. MwSt
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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.

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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