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An Introduction to derivatives and risk management

Author: Chance, Don M. Publisher: Thomson South-Western, 2004.Edition: International student and 6th ed.Language: EnglishDescription: 675 p. : Graphs ; 26 cm.ISBN: 0324282885Type of document: BookBibliography/Index: Includes bibliographical references and index and glossary
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Asia Campus
Print HG6024 .A3 C434 2004
(Browse shelf)
Available 900170352
Total holds: 0

Includes bibliographical references and index and glossary


An introduction to derivatives and risk management Chapter 1 Preface xi Introduction 1 PART I Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter '7 Options 19 The Structure of Options Markets 20 Principles of Option Pricing 55 Option Pricing Models: The Binomial Model 96 Option Pricing Models: The Black-Scholes Model 129 Basic Option Strategies 193 Advanced Option Strategies 233 P A R T II Chapter 8 Chapter 9 Chapter 10 Chapter 11 Chapter 12 Forwards, Futures, and Swaps 269 The Structure of Forward and Futures Markets 2'70 Principles of Pricing Forwards, Futures, and Options on Futures 303 Forward and Futures Hedging Strategies 345 Advanced Futures Strategies 383 Swaps 424 P A R T Ill Chapter 13 Chapter 14 Chapter 15 Chapter 16 Appendix A Appendix B Glossary Index Advanced Topics 463 Interest Rate Forwards and Options 465 Advanced Derivatives and Strategies 500 Financial Risk Management Techniques and Applications Managing Risk in an Organization 580 List of Formulas 61 1 References 620 640 663 542

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