Financial Derivatives
Wiley Finance Editions
3. Edition November 2002
XII, 324 Pages, Hardcover
Handbook/Reference Book
Short Description
Financial Derivatives, Third Editionprovides a solid understanding of derivatives without getting bogged down in the mathematics surrounding their pricing and valuation. This comprehensive resource provides a thorough introduction to financial derivatives and their importance to risk management in the corporate setting.
Understand derivatives in a nonmathematical way
Financial Derivatives, Third Edition gives readers a broad working knowledge of derivatives. For individuals who want to understand derivatives without getting bogged down in the mathematics surrounding their pricing and valuation Financial Derivatives, Third Edition is the perfect read. This comprehensive resource provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting.
CHAPTER 2: Futures.
CHAPTER 3: Risk Management with Futures Contracts.
CHAPTER 4: Options.
CHAPTER 5: Risk Management with Options Contracts.
CHAPTER 6: The Swaps Market.
CHAPTER 7: Risk Management with Swaps.
CHAPTER 8: Financial Engineering and Structured Products.
APPENDIX.
QUESTIONS AND PROBLEMS WITH ANSWERS.
NOTES.
INDEX.
JAMES A. OVERDAHL is Chief Economist at the Commodity Futures Trading Commission in Washington, D.C. Previously, Overdahl worked in the Risk Analysis Division at the Office of the Comptroller of the Currency, performing on-site assessments of risk measurement models employed by banks to manage their exposure to risks resulting from derivatives trading and dealing activities. Overdahl has also been a senior economist with the Securities and Exchange Commission, and an adjunct professor of business at Georgetown University, Virginia Polytechnic Institute, George Mason University, and Johns Hopkins University, where he taught MBA courses on investment management, industrial organization, and derivative instruments.