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An introduction to derivatives and risk management

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Bibliographic Details
Main Authors:	Chance, Don M. (Author), Brooks, Robert Edwin 1960- (Author)
Format:	Book
Language:	English
Published:	Australia South-Western, Cengage ‪Learning [2013]
Edition:	9th edition, international edition
Subjects:	Derivative securities Risk management Futures Options (Finance) Futures market
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Call Number :	HG 6024.A3 C48 2013

Table of Contents:

1. Introduction.
2. Structure of Options Markets.
3. Principl of Option Pricing.
4. Option Pricing Models: The Binomial Model.
5. Option Pricing Models: 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 Organization.
Appendix A: List of Formulas.
Appendix B: References.
Appendix C: Solutions to Concept Checks