Professional Risk Managers' Guide to Finance Theory and Application
[Book]
/ edited by Carol Alexander and Elizabeth Sheedy
New York
: McGraw-Hill
, 2008.
ix, 261 p.
: ill
"Professional Risk Managers International Association."
Print
Interest rates and time value.- Risk and risk aversion.- Portfolio mathematics.- Capital allocation.- The CAPM and multifactor models.- Basics of capital structure.- The term structure of interest rates.- Valuing forward contracts.- Basic principles of option pricing