Risk Management and Analysis New Markets and Products

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  • Engels
  • Hardcover
  • 9780471979593
  • 12 november 1998
  • 360 pagina's
Alle productspecificaties

Samenvatting

Risk management is a high profile area of finance. This revised edition represents the thinking of the specialists in the area, concentrating on the markets and products. There are four new chapters.



The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains.

New Markets and Products begins with two chapters on emerging markets. The book then goes on to cover markets and products of increasing complexity: standard equity and interest rate derivatives, exotic options, swap (and swaptions), volatility trading and finally credit derivatives.

The contributors are all acknowledged experts in their fields: Michael Howell, Mark Fox, Ian King, Chris Rogers, Andrew Street, Riccardo Rebonato, Edmond Levy, Bryan Thomas, Vincent Lacoste, Desmond Fitzgerald and Blythe Masters.

New Markets and Products will be an essential reference tool for risk managers, institutional investors, fund managers, bankers, corporate treasurers and financial consultants.

"In this volume Carol Alexander has gathered together ten articles that are concerned with important recent developments in financial markets. Two of the articles are concerned with emerging markets. They explore the reasons for their growth and the nature of the investment opportunities available. The remaining eight articles are concerned with derivatives. There are chapters on equity derivatives, interest rate derivatives, exotic options, volatility trading, and credit derivatives. The final chapter on credit derivatives is particularly timely. This market is in the process of transforming the way banks manage credit risk. I have seen no other discussion of the market as comprehensive and useful as that provided by Blythe Masters. Market participants and students alike will find much useful and thought-provoking information in this volume."
John Hull, August 1998

Productspecificaties

Inhoud

Taal
en
Bindwijze
Hardcover
Oorspronkelijke releasedatum
12 november 1998
Aantal pagina's
360
Illustraties
Nee

Betrokkenen

Hoofdauteur
C Alexander
Co Auteur
Alexander
Hoofdredacteur
Carol Alexander
Hoofduitgeverij
Onbekend

Overige kenmerken

Editie
Volume 2
Extra groot lettertype
Nee
Product breedte
182 mm
Product hoogte
26 mm
Product lengte
255 mm
Studieboek
Nee
Verpakking breedte
177 mm
Verpakking hoogte
26 mm
Verpakking lengte
252 mm
Verpakkingsgewicht
753 g

EAN

EAN
9780471979593

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