Risk Management and Analysis, New Markets and Products / Edition 1

Risk Management and Analysis, New Markets and Products / Edition 1

by Carol Alexander
     
 

ISBN-10: 0471979597

ISBN-13: 9780471979593

Pub. Date: 02/03/1999

Publisher: Wiley

"In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume edition. As before, the authors are well known not only

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Overview

"In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume edition. As before, the authors are well known not only for their mastery of the subject matter but also for their expository skills. Sound theories and tried methods are explained; new markets and products are clearly described. This is essential reading for the growing community of quantitatively-minded risk managers." Dr Jacques Pézier, September 1998

Product Details

ISBN-13:
9780471979593
Publisher:
Wiley
Publication date:
02/03/1999
Series:
Wiley Series in Financial Engineering Series, #76
Pages:
360
Product dimensions:
7.17(w) x 10.04(h) x 1.04(d)

Table of Contents

List of Contributors

About the Contributors

Preface

Foreword

Emerging Markets I, Michael J.Howell

Emerging Markets II, Mark Fox and Ian King

The Origins of Risk-Neutral Pricing and the Black-Scholes Formula, L.C.G. Rogers

Equity Derivatives, Andrew Street

Interest Rate Option Models: A Critical Survey, Riccardo Rebonato

Exotic Options I, Edmond Levy

Exotic Options II, Bryan Thomas

Captions and Swaptions, Vincent Lacoste

Trading Volatility, M. Desmond Fitzgerald

Credit Derivatives, Blythe Masters

Glossary Endnotes/References

Index

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