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Risk Management, Speculation, and Derivative Securities

Author

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  • Poitras, Geoffrey

    (Simon Fraser University, Burnaby, British Columbia, Canada)

Abstract

Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management. *The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives *Examines speculative trading and risk management from the practitioner's point of view *Provides an innovative, useful approach that addresses new developments in derivatives and risk management

Suggested Citation

  • Poitras, Geoffrey, 2002. "Risk Management, Speculation, and Derivative Securities," Elsevier Monographs, Elsevier, edition 1, number 9780125588225.
    • Handle: RePEc:eee:monogr:9780125588225
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    Citations

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    Cited by:

    1. Geoffrey Poitras, 2012. "What Happened on 6 May 2010? Anatomy of the Flash Crash," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 11, Edward Elgar Publishing.
    2. Sylvie Riederová & Kamila Růžičková, 2011. "Historical development of derivatives' underlying assets," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 59(7), pages 521-526.
    3. Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009. "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, vol. 13(1-2), pages 39-54, March-Jun.
    4. Juan Pineiro-Chousa & Marcos Vizcaíno-González & María Ángeles López-Cabarcos & Noelia Romero-Castro, 2017. "Managing Reputational Risk through Environmental Management and Reporting: An Options Theory Approach," Sustainability, MDPI, vol. 9(3), pages 1-15, March.
    5. Juan Pineiro-Chousa & Marcos Vizcaíno-González, 2020. "A mathematical model for the role of third party funding in reputation building of academic institutions," Review of Managerial Science, Springer, vol. 14(2), pages 365-377, April.
    6. Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.
    7. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 3, Edward Elgar Publishing.

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