Managing Financial Risk: A Guide to Derivative Products, Financial Engineering,

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		Managing Financial Risk: A Guide to Derivative Products, Financial Engineering,
		Managing Financial Risk: A Guide to Derivative Products, Financial Engineering,

基本信息·出版社：McGraw-Hill
·页码：620 页
·出版日期：1998年06月
·ISBN：007059354X
·International Standard Book Number：007059354X
·条形码：9780070593541
·EAN：9780070593541
·版本：3
·装帧：精装
·正文语种：英语
·丛书名：McGraw-Hill Library of Investment and Finance

内容简介 在线阅读本书

Managing Financial Risk is the most authoritative and comprehensive primer ever published for financial professionals who must understand and successfully use derivaties. The previous edition of this professional financial classic sold over 18,000 copies and emerged as a leading training tool in the derivatives industry. The book covers derivative products from the most basic to the most complex and explains how derivatives are used by each major player in the market: dealers, financial firms, and corporations. In addition, the book includes short contributions from a variety of experts from leading companies such as Citibank, J.P. Morgan, British Petroleum, and Ciba-Geigy. Completely updated to include new material on new products such as commodity swaps and credit swaps, this edition will cover every aspect of the derivatives marketplace with insight and authority.
作者简介 Charles Smithson is a managing director and head of the CIBC School of Financial Products. In addition to his work in the private sector, Mr. Smithson has held positions in academe and the U.S. Government. He served as a member of the Working Group for the widely recognized Groups of Thirty Derivatives Project and currently serves on the boards of directors of the International Swaps and Derivatives Association (ISDA) and the International Association of Financial Engineers. Mr. Smithson has written articles for academic journals on subjects ranging from labor market discrimination to product liability to financial engineering. His other books include The Doomsday Myth, Managerial Economics, The Economics of Mineral Extraction, and The Handbook of Financial Engineering.
专业书评 From the Back Cover

The established leading authority in Risk Management--completely updated. For years, financial executives and risk managers have recognized Charles Smithson's Managing Financial Risk as the authoritative source for comprehensive coverage of risk management products. While other books may touch on specific strategies and products, Managing Financial Risk stands alone in exploring derivaties and risk management from all angles, providing trusted guidance to both the sell and the buy sides. Managing Financial Risk, 3rd Edition, updates and expands this indispensable resource. Combining a comprehensive explanation of forwards, futures, swaps, options, and hybrid securities with the latest technologies for effectively managing financial risk, this authoritative and insightful edition now includes: a look at recent innovations in the risk management marketplace, including electricity derivatives and featuring credit derivatives--the newest of the risk management products; explanation of implementing a risk management program; new coverage on the effective use of risk management by institutional investors and financial institutions; an expanded discussion of the way a dealer measures and manages the credit and market risk associated with derivatives--a discussion that includes a clear expositon of "value-at-risk."
目录
The Evolution of Risk Management Products. An Overview of the Risk Management Process. Impact of the Introduction of the Risk Management Products. Forward Contracts. Applications of Forwards. Futures.Applications of Futures. Swaps. Applications of Swaps. A Primer on Options. First-Generation Options. Applications of Options.Second-Generation Options. Engineering ``New'' Risk Management Products. Hybrid Securities. The Dealer's Perspective. Measuring and Managing Default Risk. Managing Price Risk in a Portfolio of Derivatives. Risk Governance. Risk Management and the Value of a Nonfinancial Firm. Measuring a Nonfinancial Firm's Exposure to Financial Price Risk. Implementing a Risk Management Program. Uses of Risk Management Products by Banks and Other Financial Institutions.Uses of Risk Management Products by Institutional Investors.
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