Derivatives Handbook
Risk Management and Control

Robert J. Schwartz (Edited by), RJ Schwartz (Author), Clifford W. Smith (Edited by)

9780471157656, Wiley

Hardback, published 16 June 1997

688 pages
26.2 x 18.4 x 3.6 cm, 1.268 kg

Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein.

Partial table of contents:

DERIVATIVES: RISK AND CONTROL.

Risk and Regulation in Derivatives Markets (L. Hentschel & C. Smith).

Credit Derivatives (F. Iacono).

LEGAL RISK.

Risk Reduction Through Multibranch Netting (D. Cunningham & T. Werlen).

RISK MEASUREMENT.

Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques (J. Jordan & R. Mackay).

RISK OVERSIGHT.

Oversight of Derivative Markets: Who's Responsible for What?

(B. Becker & F. Mazur).

REGULATION.

Functional Regulation (M. Miller).

TRANSPARENCY AND DISCLOSURE.

Derivatives Address (A. Greenspan).

CASE STUDY: METALLGESELLSCHAFT.

Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets (A. Kuprianov).

Glossary.

Index.

Subject Areas: Finance & accounting [KF]