Introduction to derivatives and risk management

By:

Chance, Don M and Brooks, Robert

Contributor(s):

Robert Brooks

Material type: Text

TextPublication details: Delhi Cengage Learning 2013Edition: 9th edDescription: xxi, 671p. 22cmISBN:

9788131519103

Subject(s):

Finance Derivatives Risk Management

Online resources:

Click here to access online

Contents:

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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 CHA (Browse shelf(Opens below))	Checked out to Praveen Bhagwan (F017)	11/09/2018	B2133

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.

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