Futures and options in risk management

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<title>Futures and options in risk management</title>
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<namePart>Watsham, Terry J.</namePart>
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<publisher>International Thomson Business Press</publisher>
<dateIssued>1998</dateIssued>
<edition>2nd. ed.</edition>
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<abstract>An introduction to derivatives -- An introduction to quantitative techniques -- The general principles of pricing forwards and futures contracts -- The general principles of valuing options -- Volatility -- Option strategies -- Equity options -- Futures and options on equity indices -- Currency forwards and futures -- Currency options -- Short-term interest rate futures -- Bond futures -- Options on debt instruments and interest rates -- Swaps -- Exotic options -- Managing risk in derivatives portfolios</abstract>
<note type="statement of responsibility">Terry J. Watsham</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Gestión financiera</topic>
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<topic>Riesgo financiero</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591090">
<topic>Futuros financieros</topic>
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<topic>Opciones</topic>
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<topic>Swaps</topic>
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<identifier type="isbn">1-86152-379-3</identifier>
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