Managing derivatives risk
Subtitle: establishing internal systems and controls
By: Dimitris N. Chorafas.
Publisher: Irwin Professional Pub.
Published: 1995
Place of publication: Chicago
Language: eng
Number of pages: 406
Subjects: Derivative securities.; Risk management.
Description: Despite recent criticism, the derivatives market has continued to boom. This wake-up call has reminded investors that derivatives do not eliminate risk, they simply divert it. And as with any risk-bearing instrument, effective risk management is critical.

Managing Derivatives Risk by Dimitris N. Chorafas is the first book to focus solely on the risk of derivative instruments themselves and provides working solutions for the management of the derivatives portfolio. Based on the experience of investment banks and capital markets firms throughout the world, Managing Derivatives Risk addresses itself to the challenges that derivatives risk management presents and on the established methods of facing them.
Notes: Includes bibliographical references and index.