Research Catalog

Managing derivative risks : the use and abuse of leverage

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

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Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Text	Request in advance	HG6024.A3 C4854 1996	Off-site
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Text	Request in advance	HG6024.A3 C4854 1996	Off-site

Holdings

Details

Description

xviii, 313 pages; 25 cm

Subject

Bibliography (note)

Includes bibliographical references and index.

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.

ISBN

0471956228

LCCN

95037963

OCLC

33046044
ocm33046044

Owning Institutions

Columbia University Libraries