Hedging Instruments and Risk Management

ISBN: 9780071443128

作者: CUSATIS

出版社: McGraw-Hill

出版年: 2005-1

页数: 432

定价: $ 84.75

装帧: HRD

内容简介

Books on complex hedging instruments are often more confusing than the instruments themselves. "Hedging Instruments and Risk Management" brings clarity to the topic, giving money managers the straightforward knowledge they need to employ hedging tools and techniques in four key markets - equity, currency, fixed income, and mortgage. Using real-world data and examples, this high-level book shows practitioners how to develop a common set of mathematical and statistical tools for hedging in various markets and then outlines several hedging strategies with the historical performance of each.