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Advanced strategies in financial risk management

Author: Robert J Schwartz; Clifford W Smith
Publisher: New York : New York Institute of Finance, ©1993.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Demonstrates how to join the ranks of successful companies which routinely use risk protection products to manage more effectively their asset liability and to tap worldwide commercial markets. Areas  Read more...

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Additional Physical Format: Online version:
Advanced strategies in financial risk management.
New York : New York Institute of Finance, ©1993
(OCoLC)648504654
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Robert J Schwartz; Clifford W Smith
ISBN: 0130688835 9780130688835
OCLC Number: 27226722
Description: xxiv, 663 pages : illustrations ; 24 cm
Contents: Foreword / John B. Caouette --
Introduction / Robert J. Schwartz and Clifford W. Smith, Jr. --
pt. 1. Interest Rates --
1. Survey of Bond Option Pricing Models / Georges Courtadon --
2. Mean Reversion Interest Rate Modeling / Don Goldman --
3. Interest-Rate Options: Choosing a Model for Trading / John Hull and Alan White --
4. Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model / John Hull and Alan White --
pt. 2. Exchange Rate --
5. Quick Algorithm for Pricing European Average Options / Stuart M. Turnbull and Lee MacDonald Wakeman --
6. Currency Derivatives for the Investor / James C.F. MeVay --
pt. 3. Risk Management Techniques --
7. Use of Interest Rate Swaps in Managing Corporate Liabilities / Laurie S. Goodman --
8. Uses of Hybrid Debt in Managing Corporate Risk / Charles W. Smithson and Donald H. Chew, Jr. --
9. Risk Management in Banking / Clifford W. Smith, Jr. --
10. Option Replication Technology / Richard M. Bookstaber --
11. Techniques for Managing a LIBOR-Plus Fund / Paul DeRosa and Laurie Goodman --
pt. 4. Innovative Applications --
12. Environmental Futures: Preliminary Thoughts on the Market for Sulfur Dioxide Emission Allowances / Richard L. Sandor and Michael J. Walsh --
13. Hedging Business Cycle Risk with Macro Swaps and Options / John F. Marshall, Vipul K. Bansal, Anthony F. Herbst and Alan L. Tucker --
14. Equity Derivatives for Investors / Tanya Styblo Beder --
15. Yield Curve Applications of Swap Products / Rupert Brotherton-Ratcliffe and Ben Iben --
pt. 5. Systems and Credits --
16. Visualization of Derivatives Risk / Rod A. Beckstrom and Peter C. McDonald --
17. Default Risk of Swaps / Ian A. Cooper and Antonio S. Mello --
pt. 6. Tax --
18. Equity Derivative Products: Financial Innovation's Newest Challenge to the Tax System / Edward D. Kleinbard --
19. Uncertain Futures: The Tax Treatment of Hedging / Robert J. Mackay and Phoebe A. Mix --
pt. 7. Legal and Regulatory --
20. Review of International and U.S. Case.
Responsibility: Robert J. Schwartz and Clifford W. Smith, editors.

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