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Authors: Peters, LindaDiscusses well-known Real Options Approaches and its applications step-by-step without the use of complex mathematicsEnables readers to reproduce these models and apply it to their own fieldContributes to one of the key challenges of Real Options, which is to reduce the gap between theory and practiceThis book explains the standard Real Options Analysis (ROA) literature in a straightforward, step by step manner without the use of complex mathematics. A lot of ROA literature is described through partial differential equations, probability density functions and simulation techniques, all of which may be unconvincing in the applicable qualities ROA possesses.
The OTC derivatives market has been hit by a massive wave of regulatory change. Capital and margin requirements have increased, trade reporting has been mandated, and execution mechanisms are evolving. Most of all, central clearing is being imposed for many transactions.
OTC Derivatives: Bilateral Trading and Central Clearing explains the new rules and the new models. It discusses the traditional bilateral market, then sets out how this will change due to mandatory central clearing and the new ways in which OTC derivatives will have to be traded, reported, and processed.
The consequences of taking on risk can be ruinous to personal finances, professional careers, corporate survivability, and even nation states. Yet many risk managers do not have a clear understanding of the basics. Requiring no statistical or mathematical background, The Fundamental Rules of Risk Management gives you the knowledge to successfully handle risk in your organization.The book begins with a deep investigation into the behavioral roots of risk. Using both historical and contemporary contexts, author Nigel Da Costa Lewis carefully details the indisputable truths surrounding many of the behavioral biases that induce risk.
This book presents an innovative new framework consisting of seven key principles for strategic wealth creation. Illustrated through real world examples from interviews with highly successful private investors, the book provides a practical perspective grounded in sound academic research and practical experience.
Managing Towards Supply Chain Maturity takes a view of the crucial issues involved in supply chain management, namely risk, information and social capital management. Over the last dozen or so years, the outsourcing and offshoring processes have grown in importance. It is now more and more the case that enterprises concentrate on their key competences while transferring operations or specific tasks to other countries. Modern supply chains are becoming supply networks; hence there is a need for conscious and concerted implementation of methods to manage risk, information and social capital.
Managing the Risks of Organizational Accidents introduced the notion of an ’organizational accident’. These are rare but often calamitous events that occur in complex technological systems operating in hazardous circumstances. They stand in sharp contrast to ’individual accidents’ whose damaging consequences are limited to relatively few people or assets. Although they share some common causal factors, they mostly have quite different causal pathways. The frequency of individual accidents – usually lost-time injuries – does not predict the likelihood of an organizational accident.
A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.
Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a huge gap between how quantitative researchers and analysts, and traders, structurers, and risk managers look at derivatives problems, and in how they respond.
This book fills a gap for a technical but not impenetrable guide to hedging options, and the “Greek” (Theta, Vega, Rho, and Lambda) – parameters that represent the sensitivity of derivatives prices.
From 1987 to 1992, a small group of Wall Street quants invented an entirely new way of managing risk to maximize success: risk management for risk-takers. This is the secret that lets tiny quantitative edges create hedge fund billionaires, and defines the powerful modern global derivatives economy. The same practical techniques are still used today by risk-takers in finance as well as many other fields. Red-Blooded Risk examines this approach and offers valuable advice for the calculated risk-takers who need precise quantitative guidance that will help separate them from the rest of the pack.
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