Book Cover
Author Chew, Lillian.

Title Managing derivative risks : the use and abuse of leverage / Lillian Chew
Published Chichester ; New York : Wiley, 1996


Location Call no. Vol. Availability
 MELB  332.6 Che/Mdr  AVAILABLE
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