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.
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.
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