Financial Risk Management
Published on 20. December 2010
24 pages
978-0-470-94480-6 (ISBN)
Description
Created by the experienced author team of Frank Fabozzi and PamelaPeterson Drake, Financial Risk Management examines theessential elements of this discipline and makes them accessible toa wide array of readers-from seasoned veterans looking for a reviewto newcomers needing to get their footing in finance.
Financial risk is the exposure of a corporation to an event thatcan cause a shortfall in a targeted financial measure or value andincludes market risk, credit risk, market liquidity risk,operational risk, and legal risk. This material discusses the fourkey processes in financial risk management: risk identification,risk assessment, risk mitigation, and risk transferring. Theprocess of risk management involves determining which risks toaccept, which to neutralize, and which to transfer.
More details
Other editions
New editions
E-Book
12/2012
2nd Edition
Wiley
€84.99
Available for download
Person
Frank J. Fabozzi, PhD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management, Editor of the Journal of Portfolio Management, and Associate Editor of the Journal of Structured Finance and the Journal of Fixed Income.
Content
Preface.
About the Authors.
PART ONE: Background.
CHAPTER 1: What Is Finance?
CHAPTER 2: Mathematics of Finance.
CHAPTER 3: Basics of Financial Analysis.
PART TWO: Capital Markets and Capital MarketTheory.
CHAPTER 4: The Financial System.
CHAPTER 5: Interest Rate Determination and the Structure ofInterest Rates.
CHAPTER 6: Basics of Derivatives.
CHAPTER 7: Asset Valuation: Basic Bond and Stock ValuationModels.
CHAPTER 8: Asset Valuation:The Theory of Asset Pricing.
PART THREE: Financial Management.
CHAPTER 9: Financial Management.
CHAPTER 10: Financial Strategy and Financial Planning.
CHAPTER 11: The Corporate Financing Decision.
CHAPTER 12: Financial Engineering, Asset Securitization, andProject Financing.
CHAPTER 13: Capital Budgeting: Process and Cash FlowEstimation.
CHAPTER 14: Capital Budgeting Techniques.
CHAPTER 15: Managing Current Assets.
CHAPTER 16: Financial Risk Management.
PART FOUR: Investment Management.
CHAPTER 17: The Basic Principles of Investment Management.
CHAPTER 18: Equity Portfolio Management.
CHAPTER 19: Bond Portfolio Management.
CHAPTER 20: Use of Stock Index Futures andTreasury FuturesContracts in Portfolio Management.
CHAPTER 21: Use of Options in Portfolio Management.
Index.
