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

The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains.

New Markets and Products begins with two chapters on emerging markets. The book then goes on to cover markets and products of increasing complexity: standard equity and interest rate derivatives, exotic options, swap (and swaptions),

Overview

The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains.

New Markets and Products begins with two chapters on emerging markets. The book then goes on to cover markets and products of increasing complexity: standard equity and interest rate derivatives, exotic options, swap (and swaptions), volatility trading and finally credit derivatives.

The contributors are all acknowledged experts in their fields: Michael Howell, Mark Fox, Ian King, Chris Rogers, Andrew Street, Riccardo Rebonato, Edmond Levy, Bryan Thomas, Vincent Lacoste, Desmond Fitzgerald and Blythe Masters.

New Markets and Products will be an essential reference tool for risk managers, institutional investors, fund managers, bankers, corporate treasurers and financial consultants.

"In this volume Carol Alexander has gathered together ten articles that are concerned with important recent developments in financial markets. Two of the articles are concerned with emerging markets. They explore the reasons for their growth and the nature of the investment opportunities available. The remaining eight articles are concerned with derivatives. There are chapters on equity derivatives, interest rate derivatives, exotic options, volatility trading, and credit derivatives. The final chapter on credit derivatives is particularly timely. This market is in the process of transforming the way banks manage credit risk. I have seen no other discussion of the market as comprehensive and useful as that provided by Blythe Masters.

Market participants and students alike will find much useful and thought-provoking information in this volume."

- John Hull, August 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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