Financial Derivatives

3rd Auflage
ISBN: 978-0-471-23232-2
Verlag: Wiley

Buch, Englisch, 336 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 686 g

"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage!

Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld.

Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht.

Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten.

Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten.

Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte.

"Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.

Autoren/Hrsg.

Quail, Rob

Overdahl, James A

Inhaltsverzeichnis

CHAPTER 1: Introduction.

CHAPTER 2: Futures.

CHAPTER 3: Risk Management with Futures Contracts.

CHAPTER 4: Options.

CHAPTER 5: Risk Management with Options Contracts.

CHAPTER 6: The Swaps Market.

CHAPTER 7: Risk Management with Swaps.

CHAPTER 8: Financial Engineering and Structured Products.

APPENDIX.

QUESTIONS AND PROBLEMS WITH ANSWERS.

NOTES.

INDEX.

Über Autor(innen)

ROBERT W. KOLB was John S. and James L. Knight Professor of Finance at the University of Miami until 1995. He is author or coauthor of finance texts on a range of topics including futures, options, financial derivatives, investments, corporate finance, and financial institutions. He was founder and president of Kolb Publishing Company, sold to Blackwell Publishers in 1995. His research has been published in Financial Management, the Journal of Finance, the Journal of Risk and Insurance, the Journal of Financial Economics, and the Journal of Futures Markets.
JAMES A. OVERDAHL is Chief Economist at the Commodity Futures Trading Commission in Washington, D.C. Previously, Overdahl worked in the Risk Analysis Division at the Office of the Comptroller of the Currency, performing on-site assessments of risk measurement models employed by banks to manage their exposure to risks resulting from derivatives trading and dealing activities. Overdahl has also been a senior economist with the Securities and Exchange Commission, and an adjunct professor of business at Georgetown University, Virginia Polytechnic Institute, George Mason University, and Johns Hopkins University, where he taught MBA courses on investment management, industrial organization, and derivative instruments.