This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the first edition, Handbook of Risk Management and Analysis, with five new chapters.
This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the f...
The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains.
New Markets and Products begins with two chapters on emerging markets. The book then goes on to cover markets and products of increasing complexity: standard equity and interest rate derivatives, exotic options, swap (and swaptions), volatility trading and finally credit derivatives.
The contributors are all acknowledged experts in their fields: Michael Howell, Mark Fox, Ian King, Chris Rogers, Andrew Street, Riccardo Rebonato, Edmond Levy, Bryan...
The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains.
