Managing financial risk : a guide to derivative products, financial engineering, and value maximization

Abstract

The Evolution of Risk Management Products. An Overview of the Risk Management Process. Impact of the Introduction of the Risk Management Products. Forward Contracts. Applications of Forwards. Futures. Applications of Futures. Swaps. Applications of Swaps. A Primer on Options. First-Generation Options. Applications of Options. Second-Generation Options. Engineering New Risk Management Products. Hybrid Securities. The Dealer's Perspective. Measuring and Managing Default Risk. Managing Price Risk in a Portfolio of Derivatives. Risk Governance. Risk Management and the Value of a Nonfinancial Firm. Measuring a Nonfinancial Firm's Exposure to Financial Price Risk. Implementing a Risk Management Program. Uses of Risk Management Products by Banks and Other Financial Institutions. Uses of Risk Management Products by Institutional Investors.

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