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Hedging Market Exposures : Identifying and Managing Market Risks

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Hedging Market Exposures : Identifying and Managing Market Risks by Bychuk, Oleg V.; Haughey, Brian, 9780470535066
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  • ISBN: 9780470535066 | 0470535067
  • Cover: Hardcover
  • Copyright: 8/2/2011
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Identify and understand the risks facing your portfolio, learn how to quantify them, and how to choose the best tools to hedge these risksWritten for the non-risk specialist, this book explains how to identify risks facing a portfolio, how to understand and quantify them, and how to choose the best tools to hedge the risks optimally. Explains various risks that confront a portfolio and how to choose the appropriate tools to hedge them Provides a clear exposition of the risks facing managers with equity, fixed income, commodity, credit and foreign exchange exposures Elucidates hidden risks such as counterparty, operational, human behavior and model risks, and expounds the importance and instability of model assumptions such as market correlations Explains the language of quantitative finance and enables a non-quantitative investment professional to communicate effectively with professional risk managers, "quants," clients and others Reveals how to identify and quantify risk exposures and how to select an optimal hedge, when there is not a "perfect" one; accentuates the dangers of basis risk Provides a comprehensive series of worked examples that illustrate how to hedge real-life exposures, both statically and dynamically, including delta hedgingWith thorough coverage of asset modeling, hedging principles, hedging instruments, and practical portfolio management, Hedging Market Exposures helps you understand the risks you face and the ways to control them.

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