عنوان

Risk management, speculation, and derivative securities /

(Number (ISBN

0080480756

(Number (ISBN

0125588224

(Number (ISBN

1281050709

(Number (ISBN

6611050701

(Number (ISBN

9780080480756

(Number (ISBN

9780125588225

(Number (ISBN

9781281050700

(Number (ISBN

9786611050702

Number

b767772

Title Proper

Risk management, speculation, and derivative securities /

General Material Designation

[Book]

First Statement of Responsibility

Geoffrey Poitras.

Place of Publication, Distribution, etc.

Boston :

Name of Publisher, Distributor, etc.

Academic Press,

Date of Publication, Distribution, etc.

©2002.

Specific Material Designation and Extent of Item

1 online resource (xx, 601 pages) :

Other Physical Details

illustrations

Text of Note

Includes bibliographical references (pages 549-581) and index.

Text of Note

Part I: Derivative Securities, Risk Management, and Speculation -- Derivative Securities -- Risk Management Concepts -- Speculative Trading Concepts -- Part II: Futures and Forward Contracts -- Arbitrage and the Basis -- The Mechanics of Spread Trading -- Risk Management: Hedging and Diversification -- Part III: Options Contracts -- Option Basics -- Option Valuation -- Application and Extension of Option Valuation Techniques -- Appendix I: Basic Mathematics and Statistical Concepts -- Appendix II: Money Market and Fixed Income Calculations -- Appendix III: Mathematics for Option Valuation -- References -- Index.

0

Text of Note

Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management. *The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives *Examines speculative trading and risk management from the practitioner's point of view *Provides an innovative, useful approach that addresses new developments in derivatives and risk management.

Source for Acquisition/Subscription Address

Elsevier Science & Technology

Stock Number

90154:90154

Title

Risk management, speculation, and derivative securities.

International Standard Book Number

9780125588225

Derivative securities.

Risk management.

Speculation.

Derivaten (financiën)

Derivative securities.

Futures.

Opties.

Risk management.

Risk management.

Speculation.

HD

KFFM, KMKP

Number

Edition

Class number

Book number

Poitras, Geoffrey,1954-

Date of Transaction

20201206131137.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y