Managing financial risk : a guide to derivative products, financial engineering, and value maximization

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<title>Managing financial risk</title>
<subTitle>: a guide to derivative products, financial engineering, and value maximization</subTitle>
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<namePart>Smithson, Charles W.</namePart>
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<namePart>Smith, Clifford W.</namePart>
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<namePart>Wilford, D. Sykes</namePart>
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<dateIssued encoding="marc">1995</dateIssued>
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<publisher>Irwin</publisher>
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<abstract displayLabel="Summary">The evolution of risk management products -- An overview of the risk management process: a building-block approach to forwards, futures, swaps, options, and hybrid securities -- The state of the risk management market -- How risk management can increase the value of the firm -- Measuring a firm's exposure to financial price risk -- Forward contracts -- Using forwards to manage financial price risks -- Futures -- Using futures to manage financial prices risks -- Swaps -- Using swaps to manage financial price risks -- A primer on options -- A taxonomy of option-pricing models -- Using options to manage financial price risks -- Engineering "new" risk management products -- Hybrid securities -- Measuring and managing default risk -- Managing price risk in a portfolio of derivatives -- The impact of risk management</abstract>
<note type="statement of responsibility">Charles W. Smithson, Clifford W. Smith, Jr. and D.Sykes Wilford</note>
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<topic>Gerencia de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582418">
<topic>Riesgo financiero</topic>
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<topic>Mercados financieros</topic>
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<topic>Productos financieros</topic>
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<topic>Gestión financiera</topic>
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