GLOBAL DERIVATIVES. A STRATEGIC RISK MANAGEMENT PERSPECTIVE ANDERSEN T. Księgarnia

Global Derivatives provides comprehensive coverage of different types of derivatives, including exchange traded contracts and over-the-counter instruments as well as real options. There is an equal emphasis on the practical application of derivatives and their actual uses in business transactions and corporate risk management situations.

Various uses of financial derivatives are outlined from relatively simple transactional hedging problems to more complex strategic risk management situations and applications of options perspectives in corporate risk management scenarios.

This book is ideal for MBA and undergraduate students with a finance or management focus.

"An interesting and useful approach to the study of derivatives."
George Christodoulakis, City University, UK

"In Global Derivatives: A Strategic Risk Management Perspective Torben Juul Andersen has succeeded to gather in one book a complete and thorough summary and an easy-to-read explanation of all types of derivative instruments and their background and their use in modern management of risk."
Steen Parsholt, Chairman and CEO, Aon Nordic Region

Features

Includes numerous exercises to cement learning.
Derivatives are introduced in a global market perspective driving home the relationship between derivative pricing and cross-border capital flows.
Describes major derivative pricing models for practical use, extending these principles to valuation of real options.
Practical applications of derivative instruments are richly illustrated with concrete examples to help understanding.
Provides a broad discussion of strategic risk factors and introduces a new way of looking at risk management from an overall corporate strategy perspective.
Supporting resources
Visit www.pearsoned.co.uk/andersento find valuable online resources
Companion Website for students
Downloadable statistical tables for use in the practical application of models described in the book
An online glossary to explain key terms
For instructors
Complete, downloadable Instructor's Manual containing solutions to end of chapter Questions and Exercises found in the book
PowerPoint slides that can be downloaded and used as OHTs

Contents

Preface

Introduction

PART I: GLOBAL MARKETS AND STRATEGIC RISK EXPOSURES

1. International flow of funds, interest rate structure, and default spreads

2. Interest rate, foreign exchange, and other commercial risk exposures

3. International financial markets and competitive developments

PART II: EXCHANGE TRADED AND OVER-THE-COUNTER DERIVATIVES

4. Financial futures contracts and options on futures

5. Forward agreements and option contracts

6. Swap agreements and other derivatives

PART III: HEDGING WITH FINANCIAL DERIVATIVES

7. Hedging with financial futures contracts and options on futures

8. Hedging with forward agreements and options

9. Hedging with swap agreements and other derivatives

PART IV: STRATEGIC RISK MANAGEMENT

10. Strategic exposures and real options

11. Managing strategic risk

Paperback, 480 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.