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Derivatives : a manager's guide to the world's most powerful financial instruments

Derivatives : a manager's guide to the world's most powerful financial instruments (3회 대출)

자료유형
단행본
개인저자
Johnson, Philip McBride.
서명 / 저자사항
Derivatives : a manager's guide to the world's most powerful financial instruments / Philip McBride Johnson.
발행사항
New York :   McGraw-Hill,   c1999.  
형태사항
xiii, 210 p. : ill. ; 24 cm.
ISBN
007134506X
일반주기
Includes index.  
일반주제명
Derivative securities.
000 00724camuu2200229 a 4500
001 000000651022
005 19991118175540
008 981027s1999 nyua 001 0 eng
010 ▼a 98049918
020 ▼a 007134506X
040 ▼a DLC ▼c DLC ▼d C#P
049 ▼l 111140266
050 0 0 ▼a HG6024.A3 ▼b J638 1999
082 0 0 ▼a 658.15/2 ▼2 21
090 ▼a 658.152 ▼b J68d
100 1 ▼a Johnson, Philip McBride.
245 1 0 ▼a Derivatives : ▼b a manager's guide to the world's most powerful financial instruments / ▼c Philip McBride Johnson.
260 ▼a New York : ▼b McGraw-Hill, ▼c c1999.
300 ▼a xiii, 210 p. : ▼b ill. ; ▼c 24 cm.
500 ▼a Includes index.
650 0 ▼a Derivative securities.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/교육보존A/6 청구기호 658.152 J68d 등록번호 111140266 (3회 대출) 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차


CONTENTS

WHY BOTHER WITH THIS BOOK? = ⅸ

INTRODUCTION = xi

Chapter 1 What Are Derivatives? = 1

 Futures Contracts = 3

 Options = 6

 Swaps = 10

 Hybrid Instruments = 16

 Forward Contracts = 19

 What Do You Mean "Commodity"? = 20

Chapter 2 Why Do They Exist? = 23

 The Hedging Instinct = 24

 Honoring the "Speculator" = 29

Chapter 3 Call in the Lawyers = 31

 Exchange-Traded Derivatives = 32

 Swap Agreements = 35

 Hybrid Instruments = 37

 Over-the-Counter Options = 39

 Forward Contracts = 39

 Playing the "Institutional" Card = 41

Chapter 4 Where the Risks Are = 43

 Valuation Risk = 43

 Timing Risk = 44

 Credit Risk = 46

 Legal Risk = 47

 Operational Risk = 48

 Accounting Risk = 50

 Boundary Risk = 52

 Pollyanna Risk = 54

 "Forrest Gump" Risk = 54

 Pretty-Face Risk = 55

 Overharvesting Risk = 56

 Side-of-the-Angels Risk = 57

 Legal Double-Talk Risk = 58

 Ratings Risk = 59

 Career Risk = 61

Chapter 5 A Case Study in Catastrophe - Sumitomo and the Copper Market = 62

 Background = 62

 Paying the Piper : The Massive CFTC Settlement = 63

Chapter 6 The International Dimension = 98

 The Globalization Phenomenon = 98

 Cultural and Political Wild Cards = 100

 Coordinating Regulatory Policy = 103

Chapter 7 Doing It Right = 105

 Living the Nightmare = 105

 Constructing a Good Plan = 106

  Rule 1 : Get Up to Speed = 107

  Rule 2 : The Selection Process = 108

  Rule 3 : Everyone Is a Company Player = 109

  Rule 4 : Information Is Power = 110

  Rule 5 : The Guillotine Effect = 111

Chapter 8 What the Pros Recommend = 113

 Credit Risk = 114

 Liquidity Risk = 117

 Market Risk = 118

 Earnings Risk = 119

Chapter 9 Preparing for the Future = 121

 The Rumored Demise of Open Outcry Trading = 122

 Deconstructing the Traditional Exchange = 123

  Step 1 : Privatizing Exchange Ownership = 125

  Step 2 : Institutionalizing the Screen Dealing Mechanism = 126

  Step 3 : Operating the Self-Regulatory Program = 126

  Step 4 : The Clearing System = 127

  Step 5 : Liquidating Physical Assets = 127

  Step 6 : Forming the Trading Firm = 128

  Step 7 : The R&D Subsidiary = 128

 Preparing for Regulatory Chaos = 130

Chapter 10 The Political Dimension = 132

 The Agency Players = 133

 Congress = 135

 The States = 137

 The Media = 139

CONCLUSION = 140

 Appendix A Report of the Board of Banking Supervision[Bank of England] Inquiry in the Circumstances of the Collapse of Barings = 141

 Appendix B Excerpts from the United States General Accounting Office Report on Derivatives Losses Where Sales Abuses Were Alleged = 171

 Appendix C Annex 1 through 6 to Supervisory Information Framework for Derivatives and Trading Activities - (Joint Report by the Basle Committee on Banking Supervision and the Technical Committee of the "IOSCO") = 177

INDEX = 205



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