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| Foreword | ||
| Preface | ||
| Pt. 1 | Setting the Scene | 1 |
| 1 | Derivatives - The Beauty | 5 |
| 2 | Derivatives - The Beast | 29 |
| 3 | Beauty v The Beast | 61 |
| Pt. 2 | Analysing the Risks | 75 |
| 4 | Spot Risks | 79 |
| 5 | Forward Risks | 107 |
| 6 | Option Risks: Curvature and Time Decay | 139 |
| 7 | Option Risks: Volatility and Prepayment | 157 |
| 8 | Unbundling Structures | 181 |
| Pt. 3 | Managing Risks | 197 |
| 9 | Just One Number | 201 |
| 10 | Not Just One Man! | 223 |
| Appendix 1: Extract from Robert C. Merton's Article in The Journal of Applied Corporate Finance | 249 | |
| Appendix 2: Extract from The Commodity Futures Trading Commission Filing of Administrative Proceedings against BT Securities Corporation | 255 | |
| Appendix 3: G-30 Global Derivatives Study Group: Practices and Principles; Working Paper of the Valuation and Market Risk Management Subcommittee | 259 | |
| Appendix 4: G-30 Global Derivatives Study Group: Practices and Principles; Extracts from a Working Paper of the Credit Risk Measurement and Management Subcommittee | 271 | |
| Appendix 5: Standard and Poor's Criteria for Securities Receiving an 'R' Rating | 287 | |
| Glossary | 289 | |
| Index | 305 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
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Add Managing Derivative Risk, Managing Derivative Risks The Use and Abuse of Leverage Lillian Chew When Barings, the oldest merchant bank in the United Kingdom, collapsed it joined the long list of financial disasters that have involved derivatives. Procter & Gamble, Metallgesells, Managing Derivative Risk to the inventory that you are selling on WonderClubX
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Add Managing Derivative Risk, Managing Derivative Risks The Use and Abuse of Leverage Lillian Chew When Barings, the oldest merchant bank in the United Kingdom, collapsed it joined the long list of financial disasters that have involved derivatives. Procter & Gamble, Metallgesells, Managing Derivative Risk to your collection on WonderClub |