Derivatives Handbook: Risk Management and ControlISBN: 978-0-471-15765-6
Hardcover
688 pages
May 1997
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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.
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