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.

Tags from this library: No tags from this library for this title. Log in to add tags.

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

Browsing H.T. Parekh Library shelves, Collection: GSB Collection Close shelf browser (Hides shelf browser)

Previous	No cover image available							Next
Previous	332.645 CHA Derivatives and risk management basics	332.645 CHA Derivatives and risk management basics	332.645 CHA Devil take the hindmost: a history of financial speculation	332.645 CHA Introduction to derivatives and risk management	332.645 CHA Introduction to derivatives and risk management /	332.645 CHA Introduction to derivatives and risk management /	332.645 CHA Introduction to derivatives and risk management /	Next

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.

There are no comments on this title.

to post a comment.