Professional Risk Managers' Guide to Finance Theory and Application
General Material Designation
[Book]
First Statement of Responsibility
/ edited by Carol Alexander and Elizabeth Sheedy
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York
Name of Publisher, Distributor, etc.
: McGraw-Hill
Date of Publication, Distribution, etc.
, 2008.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
ix, 261 p.
Other Physical Details
: ill
GENERAL NOTES
Text of Note
"Professional Risk Managers International Association."
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
CONTENTS NOTE
Text of Note
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