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Risk Management, Speculation, and Derivative Securities
1st Edition - June 10, 2002
Author: Geoffrey Poitras
Language: English
Hardback ISBN:9780125588225
9 7 8 - 0 - 1 2 - 5 5 8 8 2 2 - 5
eBook ISBN:9780080480756
9 7 8 - 0 - 0 8 - 0 4 8 0 7 5 - 6
Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of…Read more
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Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.
*The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives*Examines speculative trading and risk management from the practitioner's point of view*Provides an innovative, useful approach that addresses new developments in derivatives and risk management
Professionals and graduate students working in the areas of finance, financial risk management, and financial engineering.
Part I: Derivative Securities, Risk Management, and SpeculationDerivative SecuritiesRisk Management ConceptsSpeculative Trading ConceptsPart II: Futures and Forward ContractsArbitrage and the BasisThe Mechanics of Spread TradingRisk Management: Hedging and DiversificationPart III: Options ContractsOption BasicsOption ValuationApplication and Extension of Option Valuation TechniquesAppendix I: Basic Mathematics and Statistical ConceptsAppendix II: Money Market and Fixed Income CalculationsAppendix III: Mathematics for Option ValuationReferencesIndex
No. of pages: 601
Language: English
Edition: 1
Published: June 10, 2002
Imprint: Academic Press
Hardback ISBN: 9780125588225
eBook ISBN: 9780080480756
GP
Geoffrey Poitras
Faculty of Business Administration, Simon Fraser University, Burnaby, British Columbia, Canada
Affiliations and expertise
Simon Fraser University, Burnaby, British Columbia, Canada
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