Risk Management and Financial Derivatives: A Guide to the Mathematics

Risk Management And Financial Derivatives: A Guide To The Mathematics Meets The Demand For A Simple, Nontechnical Explanation Of The Methodology Of Risk Management And Financial Derivatives. Risk Management And Financial Derivatives Provides Clear, Concise Explanations Of The Mathematics Behind Today's Complex Financial Risk Management Topics. An Ideal Introduction For Those New To The Subject, It Will Also Serve As An Indispensable Reference For Those Already Experienced In The Field. 1. Risk-reward Relationships -- Foundations Of Derivatives / Lance Smith -- 2. Interest Rates, Bond Pricing, Duration And Convexity / Roger Cohen -- 3. Interest Rate And Yield Curve Modelling / Satyajit Das And Roger Cohen -- 4. Pricing Forwards And Futures Contracts / John Martin -- 5. Pricing Options / Satyajit Das -- 6. Interest Rate Option Pricing Models / Jim Rowlands -- 7. Pricing Models For Complex/exotic Options / Garry De Jager -- 8. Estimating Volatility / Satyajit Das -- 9. Estimating Volatility And Correlation Using Arch/garch Models / Carol Alexander -- 10. Measuring Option Price Sensitivity -- The Greek Alphabet Of Risk / Satyajit Das -- 11. Option Replication Utilising Delta Hedging / Satyajit Das. Edited By Satyajit Das. Includes Bibliographical References (p. Xvii-xxvi) And Index.