Author | Chorafas, Dimitris N |
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Title | Setting limits for market risk : implementing the precommitment solution / Dimitris N. Chorafas |
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Imprint |
London : Euromoney Books, 1999 |
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Descript |
xix, 171 p. ; 26 cm |
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CONTENT
Limits and the control of exposure -- Interest rate risk -- Interest rate forwards, futures and swaps, and the mispricing of risk -- Currency risk -- Currency exchange options, forwards, futures, swaps and intraday time series -- Country risk -- The euro and country risk -- Equity risk -- Risk management with equity derivatives -- Capital adequacy precalculation and precommitment
SUBJECT
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Risk management
LOCATION | CALL# | STATUS |
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Chula Business School Library | 332.621 C551S 1999 |
CHECK SHELVES
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