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- catalog contributor b10049992.
- catalog created "1996.".
- catalog date "1996".
- catalog date "1996.".
- catalog dateCopyrighted "1996.".
- catalog description "Includes bibliographical references and index.".
- catalog description "pt. 1. Setting the Scene. 1. Derivatives -- The Beauty. 2. Derivatives -- The Beast. 3. Beauty v The Beast -- pt. 2. Analysing the Risks. 4. Spot Risks. 5. Forward Risks. 6. Option Risks: Curvature and Time Decay. 7. Option Risks: Volatility and Prepayment. 8. Unbundling Structures -- pt. 3. Managing Risks. 9. Just One Number. 10. Not Just One Man! -- Appendix 1: Extract from Robert C. Merton's Article in The Journal of Applied Corporate Finance -- Appendix 2: Extract from The Commodity Futures Trading Commission Filing of Administrative Proceedings against BT Securities Corporation -- Appendix 3: G-30 Global Derivatives Study Group: Practices and Principles; Working Paper of the Valuation and Market Risk Management Subcommittee -- Appendix 4: G-30 Global Derivatives Study Group: Practices and Principles; Extracts from a Working Paper of the Credit Risk Measurement and Management Subcommittee -- Appendix 5: Standard and Poor's Criteria for Securities Receiving an 'R' Rating.".
- catalog extent "xviii, 313 p. :".
- catalog identifier "0471956228".
- catalog isPartOf "Wiley frontiers in finance".
- catalog issued "1996".
- catalog issued "1996.".
- catalog language "eng".
- catalog publisher "Chichester ; New York : Wiley,".
- catalog subject "332.6 20".
- catalog subject "Derivative securities.".
- catalog subject "Financial leverage.".
- catalog subject "HG6024.A3 C4854 1996".
- catalog tableOfContents "pt. 1. Setting the Scene. 1. Derivatives -- The Beauty. 2. Derivatives -- The Beast. 3. Beauty v The Beast -- pt. 2. Analysing the Risks. 4. Spot Risks. 5. Forward Risks. 6. Option Risks: Curvature and Time Decay. 7. Option Risks: Volatility and Prepayment. 8. Unbundling Structures -- pt. 3. Managing Risks. 9. Just One Number. 10. Not Just One Man! -- Appendix 1: Extract from Robert C. Merton's Article in The Journal of Applied Corporate Finance -- Appendix 2: Extract from The Commodity Futures Trading Commission Filing of Administrative Proceedings against BT Securities Corporation -- Appendix 3: G-30 Global Derivatives Study Group: Practices and Principles; Working Paper of the Valuation and Market Risk Management Subcommittee -- Appendix 4: G-30 Global Derivatives Study Group: Practices and Principles; Extracts from a Working Paper of the Credit Risk Measurement and Management Subcommittee -- Appendix 5: Standard and Poor's Criteria for Securities Receiving an 'R' Rating.".
- catalog title "Managing derivative risks : the use and abuse of leverage / Lillian Chew.".
- catalog type "text".