Risk Transfer: Derivatives in Theory and Practice
Culp, Christopher L.
ISBN 10: 0471464988 ISBN 13: 9780471464983
Editore: Wiley, 2004
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Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Codice articolo Scanned0471464988
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Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Filled with in-depth insight and practical advice, this book is an essential resource for those who want a comprehensive education and working knowledge of this major field in finance, as well as professionals studying to pass the GARP FRM exam.
Christopher L. Culp, PhD (Chicago, IL), is a Principal at CP Risk Management LLC and is also Adjunct Professor of Finance at the University of Chicago. He is the author of Corporate Aftershock (0-471-43002-1) and The ART of Risk Management (0-471-12495-8).
Informazioni sull?autore: CHRISTOPHER L. CULP is an Adjunct Professor of Finance at the University of Chicago?s Graduate School of Business, a Principal at Chicago Partners LLC, and, during the winter academic term, a Resident Guest Professor of Risk and Insurance in the Institut für Finanzmanagement at Universität Bern in Switzerland. Culp is an active consultant to various financial and non-financial firms on risk management, financial instrument selection, and capital allocation. In addition, he is an independent non-executive Director of Idaho Power Company, Inc., and IDACORP, Inc., where he is a member of the Audit and Governance Committees of both boards, and he is a Senior Fellow in Financial Regulation with the Competitive Enterprise Institute in Washington, D.C. Culp is the author of two previous books (both published by Wiley), The ART of Risk Management and The Risk Management Process. He recently coedited for Wiley (with William Niskanen) Corporate Aftershock: The Public Policy Lessons from the Collapse of Enron and Other Major Corporations. Culp holds a PhD in finance from the Graduate School of Business of the University of Chicago and a BA in economics from the Johns Hopkins University.
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Titolo: Risk Transfer: Derivatives in Theory and ...
Casa editrice: Wiley
Data di pubblicazione: 2004
Legatura: Hardcover
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Risk Transfer (Hardcover)
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John Wiley & Sons Inc, New York, 2004
ISBN 10: 0471464988
ISBN 13: 9780471464983
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Hardcover. Condizione: new. Hardcover. Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Filled with in-depth insight and practical advice, this book is an essential resource for those who want a comprehensive education and working knowledge of this major field in finance, as well as professionals studying to pass the GARP FRM exam. Christopher L. Culp, PhD (Chicago, IL), is a Principal at CP Risk Management LLC and is also Adjunct Professor of Finance at the University of Chicago. He is the author of Corporate Aftershock (0-471-43002-1) and The ART of Risk Management (0-471-12495-8). Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780471464983
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Gebunden. Condizione: New. CHRISTOPHER L. CULP is an Adjunct Professor of Finance at the University of Chicago s Graduate School of Business, a Principal at Chicago Partners LLC, and, during the winter academic term, a Resident Guest Professor of Risk and Insurance in the Institut fue. Codice articolo 556561306
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Risk Transfer
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John Wiley and Sons Ltd, 2004
ISBN 10: 0471464988
ISBN 13: 9780471464983
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Condizione: New. Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Series: Wiley Finance. Num Pages: 448 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 239 x 163 x 27. Weight in Grams: 720. . 2004. 1st Edition. Hardcover. . . . . Codice articolo V9780471464983
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Risk Transfer (Hardcover)
Editore:
John Wiley & Sons Inc, New York, 2004
ISBN 10: 0471464988
ISBN 13: 9780471464983
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Hardcover. Condizione: new. Hardcover. Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Filled with in-depth insight and practical advice, this book is an essential resource for those who want a comprehensive education and working knowledge of this major field in finance, as well as professionals studying to pass the GARP FRM exam. Christopher L. Culp, PhD (Chicago, IL), is a Principal at CP Risk Management LLC and is also Adjunct Professor of Finance at the University of Chicago. He is the author of Corporate Aftershock (0-471-43002-1) and The ART of Risk Management (0-471-12495-8). Based on an enormously popular "derivative instruments and applications" course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780471464983
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