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Hedging Instruments and Risk Management

Hedging Instruments and Risk Management

  • Author:
  • Publisher: McGraw Hill
  • ISBN: 9780071443128
  • Published In: January 2005
  • Format: Hardback , 432 pages
  • Jurisdiction: International ? Disclaimer:
    Countri(es) stated herein are used as reference only
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Books on complex hedging instruments are often more confusing than the instruments themselves

Hedging Instruments & Risk Management brings clarity to the topic, giving money managers the straightforward knowledge they need to employ hedging tools and techniques in four key markets'equity, currency, fixed income, and mortgage.

Using real-world data and examples, this high-level book shows practitioners how to develop a common set of mathematical and statistical tools for hedging in various markets and then outlines several hedging strategies with the historical performance of each.

 

Patrick Cusatis, Ph.D. is an assistant professor of finance at Penn State University at Harrisburg and a principal at Applied Finance Partners, LLC. He was formally an investment banker and derivatives portfolio manager and has consulted to many financial institutions and municipalities. He is the coauthor of Municipal Derivative Securities: Uses and Valuation and Streetsmart Guide to Valuing a Stock.

Martin Thomas, Ph.D. is a principal at Applied Finance Partners, LLC. He is an Executive in Residence at Drexel University where he teaches graduate courses in Finance in the LeBow College of Business. A former financial services executive, he has extensive expertise helping companies to develop value-based approaches to financial decision making.

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