MARC record from Internet Archive

LEADER: 05184cam 2200865 a 4500
001 ocm27226722
003 OCoLC
005 20200623200944.0
008 921223s1993 njua b 001 0 eng
010 $a 92047036
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050 00 $aHG6024.3$b.A38 1993
082 00 $a332.64/5$220
084 $a85.30$2bcl
084 $a83.52$2bcl
088 $a92047036
245 00 $aAdvanced strategies in financial risk management /$cRobert J. Schwartz and Clifford W. Smith, editors.
260 $aNew York :$bNew York Institute of Finance,$c©1993.
300 $axxiv, 663 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
504 $aIncludes bibliographical references and index.
505 0 $aForeword / John B. Caouette -- Introduction / Robert J. Schwartz and Clifford W. Smith, Jr. -- pt. 1. Interest Rates -- 1. Survey of Bond Option Pricing Models / Georges Courtadon -- 2. Mean Reversion Interest Rate Modeling / Don Goldman -- 3. Interest-Rate Options: Choosing a Model for Trading / John Hull and Alan White -- 4. Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model / John Hull and Alan White -- pt. 2. Exchange Rate -- 5. Quick Algorithm for Pricing European Average Options / Stuart M. Turnbull and Lee MacDonald Wakeman -- 6. Currency Derivatives for the Investor / James C.F. MeVay -- pt. 3. Risk Management Techniques -- 7. Use of Interest Rate Swaps in Managing Corporate Liabilities / Laurie S. Goodman -- 8. Uses of Hybrid Debt in Managing Corporate Risk / Charles W. Smithson and Donald H. Chew, Jr. -- 9. Risk Management in Banking / Clifford W. Smith, Jr. -- 10. Option Replication Technology / Richard M. Bookstaber -- 11. Techniques for Managing a LIBOR-Plus Fund / Paul DeRosa and Laurie Goodman -- pt. 4. Innovative Applications -- 12. Environmental Futures: Preliminary Thoughts on the Market for Sulfur Dioxide Emission Allowances / Richard L. Sandor and Michael J. Walsh -- 13. Hedging Business Cycle Risk with Macro Swaps and Options / John F. Marshall, Vipul K. Bansal, Anthony F. Herbst and Alan L. Tucker -- 14. Equity Derivatives for Investors / Tanya Styblo Beder -- 15. Yield Curve Applications of Swap Products / Rupert Brotherton-Ratcliffe and Ben Iben -- pt. 5. Systems and Credits -- 16. Visualization of Derivatives Risk / Rod A. Beckstrom and Peter C. McDonald -- 17. Default Risk of Swaps / Ian A. Cooper and Antonio S. Mello -- pt. 6. Tax -- 18. Equity Derivative Products: Financial Innovation's Newest Challenge to the Tax System / Edward D. Kleinbard -- 19. Uncertain Futures: The Tax Treatment of Hedging / Robert J. Mackay and Phoebe A. Mix -- pt. 7. Legal and Regulatory -- 20. Review of International and U.S. Case.
650 0 $aFinancial futures.
650 0 $aInterest rate futures.
650 0 $aOptions (Finance)
650 0 $aSwaps (Finance)
650 0 $aHedging (Finance)
650 6 $aMarchés à terme d'instruments financiers.
650 6 $aMarchés à terme de taux d'intérêt.
650 6 $aOptions (Finances)
650 6 $aSwaps (Finances)
650 6 $aCouverture (Finances)
650 6 $aFinances$xGestion du risque.
650 7 $aFinancial futures.$2fast$0(OCoLC)fst00924630
650 7 $aHedging (Finance)$2fast$0(OCoLC)fst00954458
650 7 $aInterest rate futures.$2fast$0(OCoLC)fst00976165
650 7 $aOptions (Finance)$2fast$0(OCoLC)fst01046893
650 7 $aSwaps (Finance)$2fast$0(OCoLC)fst01139946
650 17 $aRisicoanalyse.$2gtt
650 17 $aPortfolio-analyse.$2gtt
650 17 $aFutures.$2gtt
650 17 $aHedging.$2gtt
650 17 $aSwaps.$2gtt
650 17 $aOpties.$2gtt
653 0 $aFinance$aRisks$aManagement
700 1 $aSchwartz, Robert J.,$d1946-
700 1 $aSmith, Clifford W.
776 08 $iOnline version:$tAdvanced strategies in financial risk management.$dNew York : New York Institute of Finance, ©1993$w(OCoLC)648504654
856 41 $3Table of contents$uhttp://www.gbv.de/dms/hbz/toc/ht006212560.pdf
856 41 $3Table of contents$uhttp://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=1191448&custom_att_2=simple_viewer
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938 $aYBP Library Services$bYANK$n63083
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029 1 $aNLGGC$b101437102
029 1 $aNZ1$b134058
029 1 $aNZ1$b4311607
029 1 $aUNITY$b009541160
029 1 $aYDXCP$b63083
029 1 $aUKMGB$b011294837
994 $aZ0$bP4A
948 $hNO HOLDINGS IN P4A - 269 OTHER HOLDINGS