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Palgrave Macmillan

Risk Management and Financial Derivatives

A Guide to the Mathematics

  • Book
  • © 1997

Overview

Editors:
  1. Satyajit Das
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Part of the book series: Finance and Capital Markets Series (FCMS)

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Keywords

  • capital market
  • derivative pricing
  • derivatives
  • Futures
  • insurance
  • Investment
  • management
  • Option Pricing
  • Options
  • Portfolio
  • risk management
  • Risk Measurement
  • Simulation
  • value-at-risk
  • Volatility
  • investments and securities

About this book

Modern financial management entails an appreciation of a number of key mathematical concepts. This is particularly relevant to risk and risk management products, such as derivatives. The central role played by these products in capital markets is forcing an ever broader range of personnel to be aware of and utilise these concepts either from a supervisory perspective or in their day-to-day activities. This book explains the mathematical basis of risk and derivatives in a non-technical manner to allow non (maths) specialists to gain an appreciation of the concepts that are utilised. Each chapter is written by a leading market practitioner. The book looks at the basic mathematics underlying risk and risk management products and the applications of these techniques to a number of common settings. This should allow understanding to be gained about concepts actually used.

About the authors

SATYAJIT DAS is a leading international specialist in the area of financial derivatives and treasury management. He has presented seminars on financial derivatives and treasury management/corporate finance in Europe, North America, Asia and Australia. He acts as a consultant to financial institutions and corporations on derivative instruments, risk management and treasury/financial management issues.

Bibliographic Information

  • Book Title: Risk Management and Financial Derivatives

  • Book Subtitle: A Guide to the Mathematics

  • Editors: Satyajit Das

  • Series Title: Finance and Capital Markets Series

  • Publisher: Palgrave Macmillan London

  • eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)

  • Copyright Information: Satyajit Das 1997

  • Hardcover ISBN: 978-0-333-71397-6Published: 10 November 1998

  • Series ISSN: 2946-2010

  • Series E-ISSN: 2946-2029

  • Edition Number: 1

  • Number of Pages: XXVI, 799

  • Number of Illustrations: 57 b/w illustrations

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