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Informationen zum Autor ROBERT J. SCHWARTZ is Executive Vice President and head of Global Derivatives of the Republic National Bank of New York. Prior to that he served as Executive Vice President and COO of Mitsubishi Capital Market Services, where he was in charge of establishing derivative products sales and trading operations in North America. He is the founding Chairman of the International Association of Financial Engineering and was elected to the board of the International Swaps and Derivatives Association three times. CLIFFORD W. SMITH, Jr., is Clarey Professor of Finance at the Simon Graduate School of Business of the University of Rochester. He has served as President of the Financial Management Association National Honor Society and in various board capacities for the IAFE. He has written twelve books and more than eighty articles in leading finance journals. Klappentext Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein. Zusammenfassung Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein. Inhaltsverzeichnis Partial table of contents: DERIVATIVES: RISK AND CONTROL. Risk and Regulation in Derivatives Markets (L. Hentschel & C. Smith). Credit Derivatives (F. Iacono). LEGAL RISK. Risk Reduction Through Multibranch Netting (D. Cunningham & T. Werlen). RISK MEASUREMENT. Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques (J. Jordan & R. Mackay). RISK OVERSIGHT. Oversight of Derivative Markets: Who's Responsible for What? (B. Becker & F. Mazur). REGULATION. Functional Regulation (M. Miller). TRANSPARENCY AND DISCLOSURE. Derivatives Address (A. Greenspan). CASE STUDY: METALLGESELLSCHAFT. Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets (A. Kuprianov). Glossary. Index....
Sommario
Partial table of contents:
DERIVATIVES: RISK AND CONTROL.
Risk and Regulation in Derivatives Markets (L. Hentschel & C. Smith).
Credit Derivatives (F. Iacono).
LEGAL RISK.
Risk Reduction Through Multibranch Netting (D. Cunningham & T. Werlen).
RISK MEASUREMENT.
Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques (J. Jordan & R. Mackay).
RISK OVERSIGHT.
Oversight of Derivative Markets: Who's Responsible for What?
(B. Becker & F. Mazur).
REGULATION.
Functional Regulation (M. Miller).
TRANSPARENCY AND DISCLOSURE.
Derivatives Address (A. Greenspan).
CASE STUDY: METALLGESELLSCHAFT.
Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets (A. Kuprianov).
Glossary.
Index.
Info autore
ROBERT J. SCHWARTZ is Executive Vice President and head of Global Derivatives of the Republic National Bank of New York. Prior to that he served as Executive Vice President and COO of Mitsubishi Capital Market Services, where he was in charge of establishing derivative products sales and trading operations in North America. He is the founding Chairman of the International Association of Financial Engineering and was elected to the board of the International Swaps and Derivatives Association three times.
CLIFFORD W. SMITH, Jr., is Clarey Professor of Finance at the Simon Graduate School of Business of the University of Rochester. He has served as President of the Financial Management Association National Honor Society and in various board capacities for the IAFE. He has written twelve books and more than eighty articles in leading finance journals.
