Risk Management Speculation And Derivative Securities PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Risk Management Speculation And Derivative Securities PDF full book. Access full book title Risk Management Speculation And Derivative Securities.
| Author | : Geoffrey Poitras |
| Publisher | : Academic Press |
| Total Pages | : 628 |
| Release | : 2002-06-10 |
| Genre | : Business & Economics |
| ISBN | : 9780125588225 |
Download Risk Management, Speculation, and Derivative Securities Book in PDF, ePub and Kindle
Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, "Risk Management, Speculation, and Derivative Securities" is a standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.
| Author | : Robert A Jarrow |
| Publisher | : World Scientific |
| Total Pages | : 763 |
| Release | : 2024-05-03 |
| Genre | : Business & Economics |
| ISBN | : 9811291691 |
Download Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition) Book in PDF, ePub and Kindle
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
| Author | : Keith Cuthbertson |
| Publisher | : John Wiley & Sons |
| Total Pages | : 116 |
| Release | : 2019-12-16 |
| Genre | : Business & Economics |
| ISBN | : 1119595592 |
Download Derivatives Book in PDF, ePub and Kindle
Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.
| Author | : Robert Kolb |
| Publisher | : Wiley |
| Total Pages | : 336 |
| Release | : 2003-03-20 |
| Genre | : Business & Economics |
| ISBN | : 0471467669 |
Download Financial Derivatives Book in PDF, ePub and Kindle
Understand derivatives in a nonmathematical way Financial Derivatives, Third Edition gives readers a broad working knowledge of derivatives. For individuals who want to understand derivatives without getting bogged down in the mathematics surrounding their pricing and valuation Financial Derivatives, Third Edition is the perfect read. This comprehensive resource provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting.
| Author | : Michael Dempsey |
| Publisher | : Taylor & Francis |
| Total Pages | : 275 |
| Release | : 2021-05-17 |
| Genre | : Business & Economics |
| ISBN | : 1000386155 |
Download Financial Risk Management and Derivative Instruments Book in PDF, ePub and Kindle
Financial Risk Management and Derivative Instruments offers an introduction to the riskiness of stock markets and the application of derivative instruments in managing exposure to such risk. Structured in two parts, the first part offers an introduction to stock market and bond market risk as encountered by investors seeking investment growth. The second part of the text introduces the financial derivative instruments that provide for either a reduced exposure (hedging) or an increased exposure (speculation) to market risk. The fundamental aspects of the futures and options derivative markets and the tools of the Black-Scholes model are examined. The text sets the topics in their global context, referencing financial shocks such as Brexit and the Covid-19 pandemic. An accessible writing style is supported by pedagogical features such as key insights boxes, progressive illustrative examples and end-of-chapter tutorials. The book is supplemented by PowerPoint slides designed to assist presentation of the text material as well as providing a coherent summary of the lectures. This textbook provides an ideal text for introductory courses to derivative instruments and financial risk management for either undergraduate, masters or MBA students.
| Author | : Geoffrey Poitras |
| Publisher | : Routledge |
| Total Pages | : 426 |
| Release | : 2013-03-05 |
| Genre | : Business & Economics |
| ISBN | : 1136262601 |
Download Commodity Risk Management Book in PDF, ePub and Kindle
Commodity Risk Management goes beyond just an introductory treatment of derivative securities, dealing with more advanced topics and approaching the subject matter from a unique perspective. At its core lies the concept that commodity risk management decisions require an in-depth understanding of speculative strategies, and vice versa. The book offers readers a unified treatment of important concepts and techniques that are useful in applying derivative securities in the management of risk in commodity markets. While some of these techniques are well known and fairly common, Poitras offers applications to specific situations and links to speculative trading strategies - extensions of the material that not only are hard to come by, but helpful to both the academic and the practitioner. The book is divided into three parts. The first part deals with the general framework for commodity risk management, the second part focuses on the use of derivative security contracts in commodity risk management, and the third part deals with applications to three specific situations. As a textbook, this book is designed to appeal to classes at a senior undergraduate/MBA/MA levelof training in Finance, financial economics, actuarial science, management science, agriculturaleconomics and accounting. There will also be interest for the book as: a monograph for research libraries, a handbook for individuals working in the commodity risk management industry, and a guidebook for those in the general public interested in topics like farm risk management or the assessment of hedging practices of publicly-traded commodity producers.
| Author | : Robert A. Jarrow |
| Publisher | : |
| Total Pages | : 772 |
| Release | : 2018 |
| Genre | : |
| ISBN | : 9781944659561 |
Download Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Second Edition) Book in PDF, ePub and Kindle
| Author | : Michael Dempsey |
| Publisher | : Routledge |
| Total Pages | : 236 |
| Release | : 2021-05-17 |
| Genre | : Business & Economics |
| ISBN | : 1000386171 |
Download Financial Risk Management and Derivative Instruments Book in PDF, ePub and Kindle
Financial Risk Management and Derivative Instruments offers an introduction to the riskiness of stock markets and the application of derivative instruments in managing exposure to such risk. Structured in two parts, the first part offers an introduction to stock market and bond market risk as encountered by investors seeking investment growth. The second part of the text introduces the financial derivative instruments that provide for either a reduced exposure (hedging) or an increased exposure (speculation) to market risk. The fundamental aspects of the futures and options derivative markets and the tools of the Black-Scholes model are examined. The text sets the topics in their global context, referencing financial shocks such as Brexit and the Covid-19 pandemic. An accessible writing style is supported by pedagogical features such as key insights boxes, progressive illustrative examples and end-of-chapter tutorials. The book is supplemented by PowerPoint slides designed to assist presentation of the text material as well as providing a coherent summary of the lectures. This textbook provides an ideal text for introductory courses to derivative instruments and financial risk management for either undergraduate, masters or MBA students.
| Author | : Mondher Bellalah |
| Publisher | : World Scientific |
| Total Pages | : 996 |
| Release | : 2010 |
| Genre | : Business & Economics |
| ISBN | : 9812838635 |
Download Derivatives, Risk Management & Value Book in PDF, ePub and Kindle
19.1. Numerical analysis and simulation techniques : an introduction to finite difference methods. 19.2. Application to European options on non-dividend paying stocks. 19.3. Valuation of American options with a composite volatility. 19.4. Simulation methods : Monte-Carlo method. ch. 20. Numerical methods and partial differential equations for European and American derivatives with complete and incomplete information. 20.1. Valuation of American calls on dividend-paying stocks. 20.2. American puts on dividend-paying stocks. 20.3. Numerical procedures in the presence of information costs : applications. 20.4. Convertible bonds. 20.5. Two-factor interest rate models and bond pricing within information uncertainty. 20.6. CBs pricing within information uncertainty -- pt. VIII. Exotic derivatives. ch. 21. Risk management : exotics and second-generation options. 21.1. Exchange options. 21.2. Forward-start options. 21.3. Pay-later options. 21.4. Simple chooser options. 21.5. Complex choosers. 21.6. Compound options. 21.7. Options on the maximum (minimum). 21.8. Extendible options. 21.9. Equity-linked foreign exchange options and quantos. 21.10. Binary barrier options. 21.11. Lookback options. ch. 22. Value at risk, credit risk, and credit derivatives. 22.1. VaR and riskmetrics : definitions and basic concepts. 22.2. Statistical and probability foundation of VaR. 22.3. A more advanced approach to VaR. 22.4. Credit valuation and the creditmetrics approach. 22.5. Default and credit-quality migration in the creditmetrics approach. 22.6. Credit-quality correlations. 22.7. Portfolio management of default risk in the Kealhofer, McQuown and Vasicek (KMV) approach. 22.8. Credit derivatives : definitions and main concepts. 22.9. The rating agencies models and the proprietary models.
| Author | : Keith Cuthbertson |
| Publisher | : John Wiley & Sons |
| Total Pages | : 802 |
| Release | : 2001-06-08 |
| Genre | : Business & Economics |
| ISBN | : 0471495840 |
Download Financial Engineering Book in PDF, ePub and Kindle
This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software
