<br/><br/>Title:<br/><br/>Risk Transfer Derivatives in Theory and Practice<br/><br/>CHRISTOPHER L. CULP<br/><br/>Size:5.01MB(<strong><font color="#ff0000" size="5">Only the downloading URL is provided  rapidshare</font></strong>)<br/><br/>Format: PDF<br/><br/>Content:<br/><br/>Preface: The Demonization of Derivatives xiii<br/>Introduction and Structure of the Book xxi<br/>Mathematical Notation xxix<br/>PART ONE<br/>The Economics of Risk Transfer 1<br/>CHAPTER 1<br/>The Determinants of Financial Innovation 3<br/>CHAPTER 2<br/>Risk, Uncertainty, and Profit 16<br/>CHAPTER 3<br/>Methods of Controlling Risk and Uncertainty 42<br/>CHAPTER 4<br/>Risk Transfer and Contracting Structures 67<br/>CHAPTER 5<br/>The Evolution of Derivatives Activity 83<br/>CHAPTER 6<br/>Derivatives Trading, Clearance, and Settlement 112<br/>ix<br/>x CONTENTS<br/>PART TWO<br/>Derivatives Valuation and Asset Lending 141<br/>CHAPTER 7<br/>Principles of Derivatives Valuation 143<br/>CHAPTER 8<br/>Own Rates of Interest and the Cost of Carry Model 173<br/>CHAPTER 9<br/>The Supply of Storage and the Term Structure of Forward Prices 212<br/>CHAPTER 10<br/>The Term Structure of Interest Rates 228<br/>CHAPTER 11<br/>Basis Relations and Spreads 244<br/>PART THREE<br/>Speculation and Hedging 263<br/>CHAPTER 12<br/>Speculation and the Speculative Risk Premium 265<br/>CHAPTER 13<br/>Hedging Objectives 293<br/>CHAPTER 14<br/>Hedge Ratios 322<br/>CHAPTER 15<br/>Quality Basis Risk 355<br/>CHAPTER 16<br/>Calendar Basis Risk 374<br/>Contents xi<br/>PART FOUR<br/>Appendixes 397<br/>APPENDIX 1<br/>Economic Theory and Equilibrium 399<br/>APPENDIX 2<br/>Derivation of the Fundamental Value Equation 411<br/>APPENDIX 3<br/>Relation between the Cost of Carry Model and the Fundamental<br/>Value Equation 413<br/>References 417<br/>Index 435<br/><br/><br/>

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