IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789811291654_0001.html
   My bibliography  Save this book chapter

Derivatives and Risk Management

In: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management

Author

Listed:
  • ROBERT A. JARROW
  • ARKADEV CHATTERJEA

Abstract

The following sections are included:IntroductionFinancial InnovationMacroeconomic Developments and Regulatory ChangesTwo Economic MotivesTraded Derivative SecuritiesEXTENSION 1.1: The Influence of Regulations, Taxes, and Transaction Costs on Financial InnovationDiverse Views on DerivativesApplications and Uses of DerivativesA Quest for Better ModelsDefining, Measuring, and Managing RiskThe Regulator’s Classification of RiskPortfolio Risk ManagementCorporate Financial Risk ManagementRisks That Businesses FaceNonhedged RisksRisk Management in a Blue Chip CompanyRisk Management Perspectives in This BookSummaryCasesQuestions and Problems

Suggested Citation

  • Robert A. Jarrow & Arkadev Chatterjea, 2024. "Derivatives and Risk Management," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 1, pages 2-20, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811291654_0001
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789811291654_0001
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789811291654_0001
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Derivatives; Financial Markets; Risk Management; Arbitrage; Financial Engineering; Forwards; Futures; Call Options; Put Options; European Options; American Options; Swaps; Currency Swaps; Interest Rate Swaps; Commodity Swaps; Equity Swaps; Credit Default Swaps; Commodity Derivatives; Equity Derivatives; Index Derivatives; Interest Rate Derivatives; Commodities; Margins and Daily Settlements; Binomial Model; Black-Scholes Model; Black-Scholes-Merton Model; Delta Hedging; Gamma Hedging; Heath-Jarrow-Morton Model; Libor Model; Forward Rate Agreements; Interest Rate Futures; Interest Rate Options; Market Manipulation; Regulation; Derivatives Exchanges;
    All these keywords.

    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G1 - Financial Economics - - General Financial Markets
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • G2 - Financial Economics - - Financial Institutions and Services
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789811291654_0001. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.