| Description |
xviii, 313 pages : illustrations ; 24 cm |
| Series |
Wiley frontiers in finance |
|
Wiley frontiers in finance.
|
| Contents |
Pt. 1. Setting the Scene. 1. Derivatives - The Beauty. 2. Derivatives - The Beast. 3. Beauty v The Beast -- Pt. 2. Analysing the Risks. 4. Spot Risks. 5. Forward Risks. 6. Option Risks: Curvature and Time Decay. 7. Option Risks: Volatility and Prepayment. 8. Unbundling Structures -- Pt. 3. Managing Risks. 9. Just One Number. 10. Not Just One Man! -- Appendix 1: Extract from Robert C. Merton's Article in The Journal of Applied Corporate Finance -- Appendix 2: Extract from The Commodity Futures Trading Commission Filing of Administrative Proceedings against BT Securities Corporation -- Appendix 3: G-30 Global Derivatives Study Group: Practices and Principles; Working Paper of the Valuation and Market Risk Management Subcommittee -- Appendix 4: G-30 Global Derivatives Study Group: Practices and Principles; Extracts from a Working Paper of the Credit Risk Measurement and Management Subcommittee -- Appendix 5: Standard and Poor's Criteria for Securities Receiving an 'R' Rating |
| Analysis |
Investment |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Derivative securities.
|
|
Financial leverage.
|
| LC no. |
95037963 |
| ISBN |
0471956228 |
|
