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Introduction 182299 6880
Modern Financial Tools for Risk Management
Applying Modern Financial Techniques
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amount asset and liability bond buyer call options cash flows Chase commodity price risk commodity swap copper price copper swap credit risk currency and interest currency option currency swap delivery month deutsche mark developing countries DM 2 mil DM 2 million Eurodollar futures contracts example exchange rate exporter external debt financial instruments financial market financial prices fixed interest floating interest Floating Price floating rate loan forward contracts future net cash gold hedging activities interest margin interest payments interest rate risk interest rate swaps liability management LIBOR liquid London Metal Exchange long-term maturity modern financial objective function oil options oil price one-year interest rate Paribas percent over LIBOR premium price movements price of oil purchase put option repayment reset date revenue reverse floating rate risk exposure risk management sell six months Sonatrach strike price swap contract syndicate Thailand three-month interest rate trading U.S. dollars underlying asset