Risk Transfer Derivatives in Theory and Practice 1st Edition by Christopher Culp ISBN 978-0471464983 0471464988
Original price was: $50.00.$35.00Current price is: $35.00.
Risk Transfer Derivatives in Theory and Practice 1st Edition by Christopher L. Culp – Ebook PDF Instant Download/Delivery: 978-0471464983, 0471464988
Full download Risk Transfer Derivatives in Theory and Practice 1st Edition after payment
Product details:
ISBN 10: 0471464988
ISBN 13: 978-0471464983
Author: Christopher L. Culp
Based on an enormously popular “derivative instruments and applications” course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Filled with in-depth insight and practical advice, this book is an essential resource for those who want a comprehensive education and working knowledge of this major field in finance, as well as professionals studying to pass the GARP FRM exam.
Christopher L. Culp, PhD (Chicago, IL), is a Principal at CP Risk Management LLC and is also Adjunct Professor of Finance at the University of Chicago. He is the author of Corporate Aftershock (0-471-43002-1) and The ART of Risk Management (0-471-12495-8).
Table of contents:
PART ONE: The Economics of Risk Transfer.
CHAPTER 1: The Determinants of Financial Innovation.
CHAPTER 2: Risk, Uncertainty, and Profit.
CHAPTER 3: Methods of Controlling Risk and Uncertainty.
CHAPTER 4: Risk Transfer and Contracting Structures.
CHAPTER 5: The Evolution of Derivatives Activity.
CHAPTER 6: Derivatives Trading, Clearance, and Settlement.
PART TWO: Derivatives Valuation and Asset Lending.
CHAPTER 7: Principles of Derivatives Valuation.
CHAPTER 8: Own Rates of Interest and the Cost of Carry Model.
CHAPTER 9: The Supply of Storage and the Term Structure of Forward Prices.
CHAPTER 10: The Term Structure of Interest Rates.
CHAPTER 11: Basis Relations and Spreads.
PART THREE: Speculation and Hedging.
CHAPTER 12: Speculation and the Speculative Risk Premium.
CHAPTER 13: Hedging Objectives.
CHAPTER 14: Hedge Ratios.
CHAPTER 15: Quality Basis Risk.
CHAPTER 16: Calendar Basis Risk.
PART FOUR: Appendixes.
People also search for:
risk transfer derivatives
how do derivatives transfer risk
risk transfer underwriting inc
what is synthetic risk transfer
what is spread in derivatives
Tags: Christopher Culp, Risk Transfer Derivatives, Theory and Practice