人大经济论坛下载系统

经济学 计量与统计 工商管理与财会金融投资学 其他
返回首页
当前位置: 主页 > 图书 > 金融投资学 >

Financial engineering and risk management

文件格式:Pdf 可复制性:可复制 TAG标签: Management Financial Risk engineering 点击次数: 更新时间:2009-09-30 09:58
介绍

Chapter 1: Introduction

Chapter 2: Investors, Derivatives, and Risk Management

Chapter 3: Creating value with risk management

Chapter 4: An integrated approach to risk management

Chapter 5: Forward and futures contracts

Chapter 6: Risk measures and optimal hedges with forward and futures contracts

Chapter 7: Hedging costs and the portfolio approach to hedging

Chapter 8: Identifying and managing cash flow exposures

Chapter 9: Measuring and managing interest rate risks

Chapter 10: Options, downside risk, and nonlinear exposures

Chapter 11: The binomial model and dynamic hedging strategies

Chapter 12: The Black-Scholes model

Chapter 13: Risk measurement and risk management with nonlinear payoffs

Chapter 14: Options on bonds and interest rates

Chapter 15: The demand and supply for derivative products

Chapter 16: Swaps

Chapter 17: Using Exotic Options

Chapter 18: Credit risks and credit derivatives

下载地址
顶一下
(0)
0%
踩一下
(0)
0%
------分隔线----------------------------