Derivatives Handbook: Risk Management and Control (Hardcover)

Partial table of contents:

DERIVATIVES: RISK AND CONTROL.

Risk and Regulation in Derivatives Markets (L. Hentschel & C. Smith).

Credit Derivatives (F. Iacono).

LEGAL RISK.

Risk Reduction Through Multibranch Netting (D. Cunningham & T. Werlen).

RISK MEASUREMENT.

Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques (J. Jordan & R. Mackay).

RISK OVERSIGHT.

Oversight of Derivative Markets: Who's Responsible for What?

(B. Becker & F. Mazur).

REGULATION.

Functional Regulation (M. Miller).

TRANSPARENCY AND DISCLOSURE.

Derivatives Address (A. Greenspan).

CASE STUDY: METALLGESELLSCHAFT.

Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets (A. Kuprianov).

Glossary.

Index.