Risk transfer
derivatives in theory and practice
- ISBN: 9780471464983
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2004
- Lugar de la edición: Chichester. Reino Unido
- Colección: Wiley Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 447
- Idiomas: Inglés
INDICE: PART ONE: The Economics of Risk Transfer. CHAPTER 1: The Determinants of Financial Innovation. CHAPTER 2: Risk, Uncertainty, and Profit. CHAPTER 3: Methods of Controlling Risk and Uncertainty. CHAPTER 4: Risk Transfer and Contracting Structures. CHAPTER 5: The Evolution of Derivatives Activity. CHAPTER 6: Derivatives Trading, Clearance, and Settlement. PART TWO: Derivatives Valuation and Asset Lending. CHAPTER 7: Principles of Derivatives Valuation. CHAPTER 8: Own Rates of Interest and the Cost of Carry Model. CHAPTE 9: The Supply of Storage and the Term Structure of ForwardPrices. CHAPTER 10: The Term Structure of Interest Rates. CHAPTER 11: Basis Relations and Spreads. PART THREE: Speculation and Hedging. CHAPTER 12: Speculation and the Speculative Risk Premium. CHAPTER 13: Hedging Objectives. CHAPTER 14: Hedge Ratios. CHAPTER 15: Quality Basis Risk. CHAPTER 16: Calendar Basis Risk
