Introduction to derivatives and risk management
Chance, Don M and Brooks, Robert
Introduction to derivatives and risk management - 9th ed. - Delhi Cengage Learning 2013 - xxi, 671p. 22cm.
Rs.599.00
1. Introduction. PART I Options.
2. Structure of Options Markets.
3. Principles 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 Important Formulas. Appendix B: References. Appendix C: Solutions to Concept Checks. Glossary. Index.
9788131519103
Finance
Derivatives
Risk Management
Introduction to derivatives and risk management - 9th ed. - Delhi Cengage Learning 2013 - xxi, 671p. 22cm.
Rs.599.00
1. Introduction. PART I Options.
2. Structure of Options Markets.
3. Principles 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 Important Formulas. Appendix B: References. Appendix C: Solutions to Concept Checks. Glossary. Index.
9788131519103
Finance
Derivatives
Risk Management