Risk Management and Financial Derivatives
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Published By Palgrave Macmillan UK

9781349146079, 9781349146055

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Interest Rate Option Pricing Models

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_6 ◽

1997 ◽

pp. 275-287

Author(s):

Tim Rowlands

Keyword(s):

Interest Rate ◽

Option Pricing ◽

Pricing Models

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Interest Rates, Bond Pricing, Duration and Convexity

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_2 ◽

1997 ◽

pp. 19-46

Author(s):

Roger Cohen

Keyword(s):

Interest Rates ◽

Bond Pricing

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Indexation of Portfolios

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_15 ◽

1997 ◽

pp. 500-543

Author(s):

Frances Cowell

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Risk Management for Bond Portfolios

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_13 ◽

1997 ◽

pp. 470-481

Author(s):

Roger Cohen

Keyword(s):

Risk Management ◽

Bond Portfolios

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Measuring Option Price Sensitivity—The “Greek Alphabet” of Risk

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_10 ◽

1997 ◽

pp. 355-389

Author(s):

Satyajit Das

Keyword(s):

Option Price ◽

Price Sensitivity ◽

Greek Alphabet

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Estimating Volatility

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_8 ◽

1997 ◽

pp. 307-336

Author(s):

Satyajit Das

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Portfolio Simulation: Stress Testing Techniques

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_17 ◽

1997 ◽

pp. 685-696

Author(s):

Lance Smith

Keyword(s):

Stress Testing ◽

Testing Techniques

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Value at Risk Models

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_16 ◽

1997 ◽

pp. 547-684

Author(s):

Satyajit Das ◽

John Martin

Keyword(s):

At Risk ◽

Value At Risk ◽

Risk Models

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Risk-reward Relationships—Foundations of Derivatives

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_1 ◽

1997 ◽

pp. 3-15

Author(s):

Lance Smith

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Estimating and Forecasting Volatility and Correlation Using ARCH and GARCH Models

Risk Management and Financial Derivatives ◽

10.1007/978-1-349-14605-5_9 ◽

1997 ◽

pp. 337-354

Author(s):

Carol Alexander

Keyword(s):

Garch Models ◽

Forecasting Volatility

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