Introduction to derivatives and risk management /
Chance, Don M.
Introduction to derivatives and risk management / An introduction to derivatives and risk management Don M. Chance, Robert Brooks and Sanjay Dhamija - 10th ed. - New Delhi Cengage 2019 - 668p. 22 cm;
1 Introduction
2 Structure of Derivatives Markets
PART I Options
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 Principles of Pricing Forwards, Futures, and Options on Futures
9 Futures Arbitrage Strategies
10 Forward and Futures Hedging, Spread, and Target Strategies
11 Swaps
PART III Advanced Topics
12 Interest Rate Forwards and Options
13 Advanced Derivatives and Strategies
14 Financial Risk Management Techniques and Applications
15 Managing Risk in an Organization
Appendix A Solutions to Concept Checks
Appendix B References
Appendix C List of Symbols
Appendix D List of Important Formulas
Detailed coverage of global as well as Indian derivative markets using contemporary market data references, product specification, trading and settlements practices, and regulatory agencies.
Latest data, articles and examples reflecting changes in today's financial world
Making the Connection inserts to establish a better linkage between the theory of derivatives and risk management and the practice
Taking Risk in Life feature presents real-life situations which help readers to better interpret various risks faced in life
Includes a licence key for our digital learning app, Cengage App, that provides access to flashcards, self-assessments, references, list of symbols and important formulas
To access online material, visit http://login.cengagebrain.com. Register as a new user or log in as an existing user if you already have an account with Cengage. Click on the tab Find Product with free Access, search by ISBN (9789353500511), and download the files.
9789353500511 (pbk.)
Accounting
332.645 CHA
Introduction to derivatives and risk management / An introduction to derivatives and risk management Don M. Chance, Robert Brooks and Sanjay Dhamija - 10th ed. - New Delhi Cengage 2019 - 668p. 22 cm;
1 Introduction
2 Structure of Derivatives Markets
PART I Options
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 Principles of Pricing Forwards, Futures, and Options on Futures
9 Futures Arbitrage Strategies
10 Forward and Futures Hedging, Spread, and Target Strategies
11 Swaps
PART III Advanced Topics
12 Interest Rate Forwards and Options
13 Advanced Derivatives and Strategies
14 Financial Risk Management Techniques and Applications
15 Managing Risk in an Organization
Appendix A Solutions to Concept Checks
Appendix B References
Appendix C List of Symbols
Appendix D List of Important Formulas
Detailed coverage of global as well as Indian derivative markets using contemporary market data references, product specification, trading and settlements practices, and regulatory agencies.
Latest data, articles and examples reflecting changes in today's financial world
Making the Connection inserts to establish a better linkage between the theory of derivatives and risk management and the practice
Taking Risk in Life feature presents real-life situations which help readers to better interpret various risks faced in life
Includes a licence key for our digital learning app, Cengage App, that provides access to flashcards, self-assessments, references, list of symbols and important formulas
To access online material, visit http://login.cengagebrain.com. Register as a new user or log in as an existing user if you already have an account with Cengage. Click on the tab Find Product with free Access, search by ISBN (9789353500511), and download the files.
9789353500511 (pbk.)
Accounting
332.645 CHA