Controlling Risk With Customized Derivatives and Agreements

Carmel F. de Nahlik and Frank J Fabozzi

Chapter 18 in Project Financing:Financial Instruments and Risk Management, 2021, pp 379-394 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionExotic OptionsCompound OptionsForward-Start OptionsBarrier OptionsLookback OptionsAverage OptionsInterest Rate AgreementsCaps and FloorsCollarsForward Rate AgreementsSwaptionsDerivative-Type Agreements for Controlling RiskDeal-Contingent HedgesOff-Take AgreementsContract for DifferenceCredit Default SwapsMechanics of a Credit Default SwapUse of CDS By Banks

Keywords: Project Financing; Development Banks; Structured Finance; Infrastructure; Infrastructure Investment; Financial Instruments; Credit Risk; Public Private Partnerships; Sources of Equity Capital and Debt; Lender Risks (search for similar items in EconPapers)
JEL-codes: F3 G3 G32 (search for similar items in EconPapers)
Date: 2021
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