The Professional Risk Managers' Guide to Financial Instruments (Prmia Risk Management Series) - Hardcover

Hardcover

ISBN 10: 0071546499 ISBN 13: 9780071546492

Verlag: McGraw-Hill Professional, 2007

Inhaltsangabe

Techniques for pricing, hedging and trading

The Professional Risk Managers' Guide to Financial Instruments will show you how manage the risk of the complex instruments offered to investors. Sponsored by PRMIA and edited by risk management experts Carol Alexander and Elizabeth Sheedy, this authoritative resource features contributions from eleven global experts who explore the major financial instruments, the valuation methods most appropriate for each, and strategies for assessing the associated market risks.

The Professional Risk Managers' Guide to Financial Instruments offers step-by-step guidance in:

• The main types of bonds
• Futures and forward contracts
• Caps, floors, and interest rate options
• Swaps and swaptions
• Convertible bonds and other hybrid instruments
• Options, including exotic and path dependent pay-offs
• Using instruments for hedging and speculation

Über diesen Titel

Über die Autorin bzw. den Autor

The Professional Risk Managers' International Association (PRMIA) is one of the world's leading risk management associations, with over 40,000 members in 179 countries. A non-profit, PRMIA is dedicated to the development of new techniques and best practices for managing financial and investment risks, and offers the only globally endorsed Professional Risk Manager certification program.

Carol Alexander is Professor of Risk Management and Director of Research at the ICMA Centre, UK and Chair of the Academic Advisory Council of PRMIA.

Elizabeth Sheedy is an Associate Professor at the Macquarie Applied Finance Centre in Sydney, Australia.

Von der hinteren Coverseite

Techniques for pricing, hedging and trading

The Professional Risk Managers' Guide to Financial Instruments will show you how manage the risk of the complex instruments offered to investors. Sponsored by PRMIA and edited by risk management experts Carol Alexander and Elizabeth Sheedy, this authoritative resource features contributions from eleven global experts who explore the major financial instruments, the valuation methods most appropriate for each, and strategies for assessing the associated market risks.

The Professional Risk Managers' Guide to Financial Instruments offers step-by-step guidance in:

• The main types of bonds
• Futures and forward contracts
• Caps, floors, and interest rate options
• Swaps and swaptions
• Convertible bonds and other hybrid instruments
• Options, including exotic and path dependent pay-offs
• Using instruments for hedging and speculation

Details zur Ausgabe

• Verlag: McGraw-Hill Professional
• Erscheinungsdatum: 2007
• Sprache: Englisch
• ISBN 10: 0071546499
• ISBN 13: 9780071546492
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 303
• Herausgeber: Alexander Carol, Sheedy Elizabeth
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar