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Risk Management, Speculation, and Derivative Securities
- 1st Edition - June 10, 2002
- Author: Geoffrey Poitras
- Language: English
- Hardback ISBN:9 7 8 - 0 - 1 2 - 5 5 8 8 2 2 - 5
- Paperback ISBN:9 7 8 - 0 - 1 2 - 3 9 9 5 9 9 - 5
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 4 8 0 7 5 - 6
Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of… Read more
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Request a sales quoteIts unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.
*The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives*Examines speculative trading and risk management from the practitioner's point of view*Provides an innovative, useful approach that addresses new developments in derivatives and risk management
Professionals and graduate students working in the areas of finance, financial risk management, and financial engineering.
Part I: Derivative Securities, Risk Management, and SpeculationDerivative SecuritiesRisk Management ConceptsSpeculative Trading ConceptsPart II: Futures and Forward ContractsArbitrage and the BasisThe Mechanics of Spread TradingRisk Management: Hedging and DiversificationPart III: Options ContractsOption BasicsOption ValuationApplication and Extension of Option Valuation TechniquesAppendix I: Basic Mathematics and Statistical ConceptsAppendix II: Money Market and Fixed Income CalculationsAppendix III: Mathematics for Option ValuationReferencesIndex
- No. of pages: 601
- Language: English
- Edition: 1
- Published: June 10, 2002
- Imprint: Academic Press
- Hardback ISBN: 9780125588225
- Paperback ISBN: 9780123995995
- eBook ISBN: 9780080480756
GP
Geoffrey Poitras
Faculty of Business Administration, Simon Fraser University, Burnaby, British Columbia, Canada
Affiliations and expertise
Simon Fraser University, Burnaby, British Columbia, CanadaRead Risk Management, Speculation, and Derivative Securities on ScienceDirect