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" An introduction to derivatives and risk management / "
Don M. Chance, Robert Brooks.
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BL
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| Record Number
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968223
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b722593
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| Main Entry
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Chance, Don M.
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| Title & Author
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An introduction to derivatives and risk management /\ Don M. Chance, Robert Brooks.
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| Edition Statement
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7th ed.
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| Publication Statement
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Mason, OH :: Thomson/South-Western,, ©2007.
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| Page. NO
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xiv, 653 pages :: illustrations ;; 27 cm
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| ISBN
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0324321392
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: 0324646275
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: 9780324321395
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: 9780324646276
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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1. Introduction ---- Part I. Options. 2. The structure of options market --- 3. Principles of option pricing --- 4. Option pricing models: the Binomial Model --- 5. Option pricing model: the Black-Scholes-Merton Model --- 6. Basic option strategies --- 7. Advanced option strategies ---- Part II. Forwards, futures and Swaps. 8. The structure of forward and futures markets --- 9. Principles of pricing forwards, futures, and options on futures --- 10. Futures Arbitrage strategies --- 11. Forward and futures hedging, spread, and target strategies --- 12. Swaps ----Part III. Advanced topics. 13. Interest rate forwards and options --- 14. Advanced derivatives and strategies --- 15. Financial risk management techniques and applications --- 16. Managing risk in an organisation ---- Appendixes.
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| Abstract
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This book provides detailed but flexible coverage of options, futures, forwards, swaps, and risk management - as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.
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| Subject
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Derivative securities.
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Futures market.
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Futures.
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Options (Finance)
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Risk management.
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Gestion du risque.
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Instruments dérivés (Finances)
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Marchés à terme.
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Options (Finances)
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Derivative securities.
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Futures market.
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Futures.
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Options (Finance)
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Risk management.
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| Dewey Classification
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332.64/57
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| LC Classification
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HG6024.A3C47 2007
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HG6024.A3C48 2007
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| Added Entry
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Brooks, Robert Edwin,1960-
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