TY  - BOOK
AU  - Culp,Christopher L.
TI  - Risk transfer: derivatives in theory and practice 
T2  - Wiley finance series
SN  - 0471464988
AV  - HG6024.A3 C85 2004
U1  - 332.6457 22
PY  - 2004///]
CY  - Hoboken, N.J.
PB  - J. Wiley
KW  - Derivative securities
KW  - Risk management
N1  - 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
N2  - "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
UR  - http://catdir.loc.gov/catdir/bios/wiley046/2003020245.html
ER  -