Title Risk management and analysis / edited by Carol Alexander

Published Chichester, England ; New York : Wiley, [1998] ©1998

Copies

Location	Call no.	Vol.	Availability
MELB	332.645 Ale/Rma	1	AVAILABLE
MELB	332.645 Ale/Rma	2	AVAILABLE
W'BOOL	332.645 Ale/Rma	1	AVAILABLE
W'BOOL	332.645 Ale/Rma	2	AVAILABLE

Description 2 volumes : illustrations ; 25 cm Series Wiley series in financial engineering Wiley series in financial engineering. Contents 1. Emerging Markets I / Michael J. Howell -- 2. Emerging Markets II / Mark Fox and Ian King -- 3. The Origins of Risk-Neutral Pricing and the Black-Scholes Formula / L. C. G. Rogers -- 4. Equity Derivatives / Andrew Street -- 5. Interest Rate Option Models: A Critical Survey / Riccardo Rebonato -- 6. Exotic Options I / Edmond Levy -- 7. Exotic Options II / Bryan Thomas -- 8. Captions and Swaptions / Vincent Lacoste -- 9. Trading Volatility / M. Desmond Fitzgerald -- 10. Credit Derivatives / Blythe Masters v. 1. Measuring and modelling financial risk -- v. 2. New markets and products Bibliography Includes bibliographical references and indexes Subject Bank capital. Capital market -- Developing countries. Derivative securities. Financial futures. Risk management. Author Alexander, Carol (Economist) LC no. 98024147 ISBN 0471979570 (v. 1 : alk. paper) 0471979597 (v. 2 : alk. paper)

  Permalink