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Managing derivative risks : the use and abuse of leverage

Author: Lillian Chew
Publisher: Chichester ; New York : Wiley, 1996.
Series: Wiley frontiers in finance.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Lillian Chew
ISBN: 0471956228 9780471956228
OCLC Number: 33046044
Description: xviii, 313 pages : illustrations ; 24 cm.
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.
Series Title: Wiley frontiers in finance.
Responsibility: Lillian Chew.

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