Risk transfer: derivatives in theory and practice
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2004
|
| Schlagworte: | |
| Online-Zugang: | Contributor biographical information Publisher description Table of contents Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. 417-433) and index |
| Beschreibung: | xxxi, 448 p. graph. Darst. |
| ISBN: | 0471464988 |
Internformat
MARC
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| 100 | 1 | |a Culp, Christopher L. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Risk transfer |b derivatives in theory and practice |c Christopher L. Culp |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2004 | |
| 300 | |a xxxi, 448 p. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 417-433) and index | ||
| 650 | 4 | |a Gestion du risque | |
| 650 | 4 | |a Instruments dérivés (Finances) | |
| 650 | 4 | |a aDerivative securities | |
| 650 | 4 | |a aRisk management | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Preface: The Demonization of Derivatives xHi
Introduction and Structure of the Book xxi
Mathematical Notation xxix
PART ONE
The Economics of Risk Transfer 1
CHAPTER 1
The Determinants of Financial Innovation 3
CHAPTER 2
Risk, Uncertainty, and Profit 16
CHAPTERS
Methods of Controlling Risk and Uncertainty 42
CHAPTER 4
Risk Transfer and Contracting Structures 67
CHAPTER 5
The Evolution of Derivatives Activity 88
CHAPTERS
Derivatives Trading, Clearance, and Settlement 112
ix
I
X CONTENTS
PART TWO „„,. .. ,... ., . . ,. , . ... ;
Derivatives Valuation and Asset Lending 141
CHAPTK7
Principles of Derivatives Valuation 143
CHAPTTS8
Own Rates of Interest and the Cost of Carry Model 173
CHAPTER 9
The Supply of Storage and the Term Structure of Forward Prices 212
CHAPTHHO
The Term Structure of Interest Rates 228
CHAPTBH1
Basis Relations and Spreads 244
PART THUS
Speculation and Hedging 263
CHAPTH112
Speculation and the Speculative Risk Premium 265
CHAPTBH3
Hedging Objectives 233
CHAPTHH4
Hedge Ratios 322
CHAPTHH5
QuaMty Basis Risk 355
CHAPTK16
Calendar Basis Risk 374
Contents Xl_
PART FOUR .
Appendixes 397
APPENDIX 1
Economic Theory and Equiiibrium 399
APPENDIX 2
Derivation of the Fundamental Value Equation 411
APPEMHX3
Relation between the Cost of Carry Model and the Fundamental
Value Equation 413
References 417
Index 435
|
| any_adam_object | 1 |
| author | Culp, Christopher L. |
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| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019752729 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:05:20Z |
| institution | BVB |
| isbn | 0471464988 |
| language | English |
| lccn | 2003020245 |
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| oclc_num | 53075797 |
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| owner_facet | DE-355 DE-BY-UBR |
| physical | xxxi, 448 p. graph. Darst. |
| publishDate | 2004 |
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| publishDateSort | 2004 |
| publisher | Wiley |
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| spelling | Culp, Christopher L. Verfasser aut Risk transfer derivatives in theory and practice Christopher L. Culp Hoboken, NJ Wiley 2004 xxxi, 448 p. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references (p. 417-433) and index Gestion du risque Instruments dérivés (Finances) aDerivative securities aRisk management Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Risikoverteilung (DE-588)4138417-9 gnd rswk-swf Hedging (DE-588)4123357-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Risikoverteilung (DE-588)4138417-9 s DE-604 Bewertung (DE-588)4006340-9 s Hedging (DE-588)4123357-8 s b DE-604 http://www.loc.gov/catdir/bios/wiley046/2003020245.html Contributor biographical information http://www.loc.gov/catdir/description/wiley041/2003020245.html Publisher description http://www.loc.gov/catdir/toc/ecip048/2003020245.html Table of contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013079248&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Culp, Christopher L. Risk transfer derivatives in theory and practice Gestion du risque Instruments dérivés (Finances) aDerivative securities aRisk management Derivat Wertpapier (DE-588)4381572-8 gnd Bewertung (DE-588)4006340-9 gnd Risikoverteilung (DE-588)4138417-9 gnd Hedging (DE-588)4123357-8 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4006340-9 (DE-588)4138417-9 (DE-588)4123357-8 |
| title | Risk transfer derivatives in theory and practice |
| title_auth | Risk transfer derivatives in theory and practice |
| title_exact_search | Risk transfer derivatives in theory and practice |
| title_full | Risk transfer derivatives in theory and practice Christopher L. Culp |
| title_fullStr | Risk transfer derivatives in theory and practice Christopher L. Culp |
| title_full_unstemmed | Risk transfer derivatives in theory and practice Christopher L. Culp |
| title_short | Risk transfer |
| title_sort | risk transfer derivatives in theory and practice |
| title_sub | derivatives in theory and practice |
| topic | Gestion du risque Instruments dérivés (Finances) aDerivative securities aRisk management Derivat Wertpapier (DE-588)4381572-8 gnd Bewertung (DE-588)4006340-9 gnd Risikoverteilung (DE-588)4138417-9 gnd Hedging (DE-588)4123357-8 gnd |
| topic_facet | Gestion du risque Instruments dérivés (Finances) aDerivative securities aRisk management Derivat Wertpapier Bewertung Risikoverteilung Hedging |
| url | http://www.loc.gov/catdir/bios/wiley046/2003020245.html http://www.loc.gov/catdir/description/wiley041/2003020245.html http://www.loc.gov/catdir/toc/ecip048/2003020245.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013079248&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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