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| RISK MANAGEMENT, SPECULATION, AND DERIVATIVE SECURITIES
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To order this title, and for more information, click here
By
Geoffrey Poitras, Simon Fraser University, Burnaby, British Columbia, Canada
Description
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.
Audience
Professionals and graduate students working in the areas of finance, financial risk management, and financial engineering.
Contents
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
| Bibliographic details |
Hardbound, 601 pages, publication date: JUN-2002
ISBN-13: 978-0-12-558822-5
ISBN-10: 0-12-558822-4
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
USD 149
EUR 108.95
GBP 92
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Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
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Last update: 30 Nov 2009
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