Name: Risk Management and Derivatives By Rene Stulz
SKU: 9780538861014
Price: 16.49 USD
Availability: OutOfStock

Risk Management and Derivatives Summary

Risk Management and Derivatives by Rene Stulz

In direct contrast to most existing derivatives books which emphasize issues related to the pricing and hedging of derivatives and are intended more to train traders, not managers, this groundbreaking book is designed for those who want to teach managers how to use derivatives to maximize firm value through risk management. This book presents the crucial tools necessary for executives and future derivatives players to effectively hedge with derivatives in order to protect firms from losses. Coverage includes all the pricing tools that are necessary for those who seriously intend to use derivatives as well as the necessary tools to evaluate how to use a particular derivative to reduce risk. Rather than focusing on an array of possible derivatives, the book is much more concerned about teaching a general approach to use derivatives so that students know how to use existing derivatives for risk management as well as derivatives that do not yet exist.

Risk Management and Derivatives Reviews

1. Introduction to Derivatives. 2. Investors, Derivatives and Risk Management. 3. Creating value with risk management. 4. An integrated approach to risk management. 5. Forward and futures contracts. 6. Hedging exposures with forward and futures contracts. 7. Optimal hedges for the real world. 8. Identifying and managing cash flow exposures. 9. Hedging with options. 10. Option pricing, dynamic hedging, and the binomial model. 11. The Black-Scholes model. 12. Risk measurement and risk management with nonlinear payoffs. 13. Options on bonds and interest rates. 14. The demand and supply for derivative products. 15. Swaps. 16. Using Exotic Options. 17. Credit risks and credit derivatives. 18. The practice of risk management: Recent and future developments.

About Rene Stulz

Rene M. Stulz is the Everett D. Reese Chair of Banking and Monetary Economics at the Ohio State University and the Director of the Dice Center for Research in Financial Economics at the Ohio State University. He previously taught at the University of Rochester and held visiting appointments at the Massachusetts Institute of Technology and the University of Chicago. He was a Marvin Bower Fellow at the Harvard Business School for the 1996-1997 academic year. He received his Ph.D. from the Massachusetts Institute of Technology. He holds an honorary doctorate from the University of Neuchatel in Switzerland and is a Fellow of the Financial Management Association. Rene M. Stulz was editor of the Journal of Finance for twelve years and a co-editor of the Journal of Financial Economics for five years. He edits the corporate finance and banking abstracts for the Social Sciences Research Network. He is also on the editorial board of several academic and practitioner journals. Further, he is a research associate of the National Bureau of Economic Research.

1. Introduction to Derivatives 2. Investors, Derivatives and Risk Management 3. Creating value with risk management 4. An integrated approach to risk management 5. Forward and futures contracts 6. Hedging exposures with forward and futures contracts 7. Optimal hedges for the real world 8. Identifying and managing cash flow exposures 9. Hedging with options 10. Option pricing, dynamic hedging, and the binomial model 11. The Black-Scholes model 12. Risk measurement and risk management with nonlinear payoffs 13. Options on bonds and interest rates 14. The demand and supply for derivative products 15. Swaps 16. Using Exotic Options 17. Credit risks and credit derivatives 18. The practice of risk management: Recent and future developments.

Additional information

Sku

CIN0538861010G

ISBN 13

9780538861014

ISBN 10

0538861010

Title

Risk Management and Derivatives by Rene Stulz

Author

Rene Stulz

Condition

Used - Good

Binding type

Hardback

Publisher

Cengage Learning, Inc

Year published

2002-11-27

Number of pages

792

Prizes

N/A

Cover note

Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

Note

This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

Risk Management and Derivatives Rene Stulz

Risk Management and Derivatives by Rene Stulz

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Risk Management and Derivatives Summary

Risk Management and Derivatives by Rene Stulz

Risk Management and Derivatives Reviews

About Rene Stulz

Table of Contents

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