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Risk transferderivatives in theory a...

Culp, Christopher L.

Risk transferderivatives in theory and practice /

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	Risk transfer/ Christopher L. Culp.
其他題名:	derivatives in theory and practice /
作者:	Culp, Christopher L.
出版者:	Hoboken, N.J. :J. Wiley,�004.
面頁冊數:	1 online resource (xxxi, 448 pages) :illustrations.
標題:	Derivative securities. -
電子資源:	Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:	0471686727 (electronic bk.)
ISBN:	9780471686729 (electronic bk.)

Risk transferderivatives in theory and practice /
Culp, Christopher L.

Risk transferderivatives in theory and practice /[electronic resource] :Christopher L. Culp. - Hoboken, N.J. :J. Wiley,�004. - 1 online resource (xxxi, 448 pages) :illustrations. - Wiley finance series. - Wiley finance series..

Includes bibliographical references (pages 417-433) and index.

Preface: The Demonization of Derivatives -- Introduction and Structure of the Book -- Mathematical Notation -- The Economics of Risk Transfer -- The Determinants of Financial Innovation -- Risk, Uncertainty, and Profit -- Methods of Controlling Risk and Uncertainty -- Risk Transfer and Contracting Structures -- The Evolution of Derivatives Activity -- Derivatives Trading, Clearance, and Settlement -- Derivatives Valuation and Asset Lending -- Principles of Derivatives Valuation -- Own Rates of Interest and the Cost of Carry Model -- The Supply of Storage and the Term Structure of Forward Prices -- The Term Structure of Interest Rates -- Basis Relations and Spreads -- Speculation and Hedging -- Speculation and the Speculative Risk Premium -- Hedging Objectives -- Hedge Ratios -- Quality Basis Risk -- Calendar Basis Risk -- Appendixes -- Appendix 1: Economic Theory and Equilibrium -- Appendix 2: Derivation of the Fundamental Value Equation -- Appendix 3: Relation between the Cost of Carry Model and the Fundamental Value Equation.

Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Filled with in-depth insight and practical advice, this book is an essential resource for those who want a comprehensive education and working knowledge of this major field in finance, as well as professionals studying to pass the GARP FRM exam.

ISBN: 0471686727 (electronic bk.)

OverDrive, Inc.http://www.overdrive.comSubjects--Topical Terms:

150054
Derivative securities.
Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG6024.A3 / C85 2004eb

Dewey Class. No.: 332.64/57

Risk transferderivatives in theory and practice /
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