| Record ID | marc_columbia/Columbia-extract-20221130-009.mrc:397540463:3038 |
| Source | marc_columbia |
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LEADER: 03038cam a22003614a 4500
001 4388058
005 20221102204923.0
008 030911t20042004njua b 001 0 eng
010 $a 2003020245
020 $a0471464988 (cloth)
035 $a(OCoLC)ocm53075797
035 $a(NNC)4388058
035 $a4388058
040 $aDLC$cDLC$dC#P$dOrLoB-B
042 $apcc
050 00 $aHG6024.A3$bC85 2004
082 00 $a332.64/57$222
100 1 $aCulp, Christopher L.$0http://id.loc.gov/authorities/names/n00096481
245 10 $aRisk transfer :$bderivatives in theory and practice /$cChristopher L. Culp.
260 $aHoboken, N.J. :$bJ. Wiley,$c[2004], ©2004.
300 $axxxi, 448 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aWiley finance series
504 $aIncludes bibliographical references (p. 417-433) and index.
505 00 $tPreface: The Demonization of Derivatives -- $gPt. 1.$tThe Economics of Risk Transfer -- $gCh. 1.$tThe Determinants in Financial Innevation -- $gCh. 2.$tRisk, Uncertainty, and Profit -- $gCh. 3.$tMethods of Controlling Risk and Uncertainty -- $gCh. 4.$tRisk Transfer and Contracting Structures -- $gCh. 5.$tThe Evolution of Derivatives Activity -- $gCh. 6.$tDerivatives Trading, Clearance, and Settlement -- $gPt. 2.$tDerivatives Valuation and Asset Lending -- $gCh. 7.$tPrinciples of Derivatives Valuation -- $gCh. 8.$tOwn Rates of Interest and the Cost of Carry Model -- $gCh. 9.$tThe Supply of Storage and the Term Structure of Forward Prices -- $gCh. 10.$tThe Term Structure of Interest Rates -- $gCh. 11.$tBasis Relations and Spreads -- $gPt. 3.$tSpeculation and Hedging -- $gCh. 12.$tSpeculation and the Speculative Risk Premium -- $gCh. 13.$tHedging Objectives -- $gCh. 14.$tHedge Ratios -- $gCh. 15.$tQuality Basis Risk -- $gCh. 16.$tCalendar Basis Risk -- $gPt. 4.$tAppendixes -- $gApp. 1.$tEconomic Theory and Equilibrium -- $gApp. 2.$tDerivation of the Fundamental Value Equation -- $gApp. 3.$tRelation between the Cost of Carry Model and the Fundamental Value Equation.
520 1 $a"Risk Transfer provides a basic understanding of the driving economic theory behind derivatives and risk transfer, then examines the advanced application and implementation of derivative instruments by corporations and institutional investors. Building the book around his popular University of Chicago graduate course, Professor Christopher L. Culp explores three fundamental areas in the structure and use of derivatives."--BOOK JACKET.
650 0 $aDerivative securities.$0http://id.loc.gov/authorities/subjects/sh93005704
650 0 $aRisk management.$0http://id.loc.gov/authorities/subjects/sh85114200
830 0 $aWiley finance series.$0http://id.loc.gov/authorities/names/n00091597
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/wiley041/2003020245.html
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/ecip048/2003020245.html
852 00 $boff,bus$hHG6024.A3$iC85 2004