Hedging Instruments & Risk Management

How to Use Derivatives to Control Financial Risk in Any Market

Patrick J. Cusatis, Martin Thomas - Collection Library of Investment & Finance

360 pages, parution le 07/04/2005

Ajouter à une liste

Indisponible

Résumé

Books on complex hedging instruments are often more confusing than the instruments themselves. Hedging Instruments & Risk Management brings clarity to the topic, giving money managers the straightforward knowledge they need to employ hedging tools and techniques in four key markets'equity, currency, fixed income, and mortgage. Using real-world data and examples, this high-level book shows practitioners how to develop a common set of mathematical and statistical tools for hedging in various markets and then outlines several hedging strategies with the historical performance of each.

L'auteur - Patrick J. Cusatis

Gary Gray, Patrick Cusatis, and J. Randall Woolridge are professors of finance at Penn State University. Their articles have appeared in numerous academic journals.

Sommaire

Introduction
The time value of money
Statistical review
Fixed-income mathematics
Term structure of interest rates
Futures contracts
Swaps
Options
Commodities
Currencies
Equities
Municipal bonds
Corporate bonds
Mortgages

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Patrick J. Cusatis, Martin Thomas
Collection	Library of Investment & Finance
Parution	07/04/2005
Nb. de pages	360
Format	16 x 24
Couverture	Relié
Poids	690g
Intérieur	Noir et Blanc
EAN13	9780071443128
ISBN13	978-0-07-144312-8