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Risk transfer : derivatives in theory and practice / Christopher L. Culp.

By: Material type: TextTextSeries: Wiley finance seriesPublisher: Hoboken, N.J. : J. Wiley, [2004]Copyright date: ©2004Description: xxxi, 448 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0471464988
  • 9780471464983
Subject(s): DDC classification:
  • 332.6457 22
LOC classification:
  • HG6024.A3 C85 2004
Online resources:
Contents:
Preface: The Demonization of Derivatives -- Pt. 1. The Economics of Risk Transfer -- Ch. 1. The Determinants in Financial Innevation -- Ch. 2. Risk, Uncertainty, and Profit -- Ch. 3. Methods of Controlling Risk and Uncertainty -- Ch. 4. Risk Transfer and Contracting Structures -- Ch. 5. The Evolution of Derivatives Activity -- Ch. 6. Derivatives Trading, Clearance, and Settlement -- Pt. 2. Derivatives Valuation and Asset Lending -- Ch. 7. Principles of Derivatives Valuation -- Ch. 8. Own Rates of Interest and the Cost of Carry Model -- Ch. 9. The Supply of Storage and the Term Structure of Forward Prices -- Ch. 10. The Term Structure of Interest Rates -- Ch. 11. Basis Relations and Spreads -- Pt. 3. Speculation and Hedging -- Ch. 12. Speculation and the Speculative Risk Premium -- Ch. 13. Hedging Objectives -- Ch. 14. Hedge Ratios -- Ch. 15. Quality Basis Risk -- Ch. 16. Calendar Basis Risk -- Pt. 4. Appendixes -- App. 1. Economic Theory and Equilibrium -- App. 2. Derivation of the Fundamental Value Equation -- App. 3. Relation between the Cost of Carry Model and the Fundamental Value Equation.
Review: "Risk Transfer provides a basic understanding of the driving economic theory behind derivatives and risk transfer, then examines the advanced application and implementation of derivative instruments by corporations and institutional investors. Building the book around his popular University of Chicago graduate course, Professor Christopher L. Culp explores three fundamental areas in the structure and use of derivatives."--BOOK JACKET.
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Includes bibliographical references (pages 417-433) and index.

Preface: The Demonization of Derivatives -- Pt. 1. The Economics of Risk Transfer -- Ch. 1. The Determinants in Financial Innevation -- Ch. 2. Risk, Uncertainty, and Profit -- Ch. 3. Methods of Controlling Risk and Uncertainty -- Ch. 4. Risk Transfer and Contracting Structures -- Ch. 5. The Evolution of Derivatives Activity -- Ch. 6. Derivatives Trading, Clearance, and Settlement -- Pt. 2. Derivatives Valuation and Asset Lending -- Ch. 7. Principles of Derivatives Valuation -- Ch. 8. Own Rates of Interest and the Cost of Carry Model -- Ch. 9. The Supply of Storage and the Term Structure of Forward Prices -- Ch. 10. The Term Structure of Interest Rates -- Ch. 11. Basis Relations and Spreads -- Pt. 3. Speculation and Hedging -- Ch. 12. Speculation and the Speculative Risk Premium -- Ch. 13. Hedging Objectives -- Ch. 14. Hedge Ratios -- Ch. 15. Quality Basis Risk -- Ch. 16. Calendar Basis Risk -- Pt. 4. Appendixes -- App. 1. Economic Theory and Equilibrium -- App. 2. Derivation of the Fundamental Value Equation -- App. 3. Relation between the Cost of Carry Model and the Fundamental Value Equation.

"Risk Transfer provides a basic understanding of the driving economic theory behind derivatives and risk transfer, then examines the advanced application and implementation of derivative instruments by corporations and institutional investors. Building the book around his popular University of Chicago graduate course, Professor Christopher L. Culp explores three fundamental areas in the structure and use of derivatives."--BOOK JACKET.

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