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An Introduction to derivatives and risk management

Author: Chance, Don M. ; Brooks, RobertPublisher: Thomson South-Western, 2008.Edition: 7th ed.Language: EnglishDescription: 653 p. : Graphs ; 25 cm.ISBN: 9780324646276Type 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 (short loan) Asia Campus
Textbook Collection
Print HG6024 .A3 C434 2008
(Browse shelf)
900182836
Available 900182836
Total holds: 0

Includes bibliographical references and index and glossary

Digitized

An introduction to derivatives and risk managementt An introduction to derivatives and risk management Chapter 1 Preface xiii Introduction I PART I Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Options 21 Structure of Options Markets 22 Principles of Option Pricing 54 Option Pricing Models: The Binomial Model 92 Option Pricing Models: The Black-Scholes-Merton Model Basic Option Strategies 181 Advanced Option Strategies 218 125 PART I I Chapter 8 Chapter 9 Chapter 10 Chapter 11 Chapter 12 Forwards, Futures, and Swaps 251 The Structure of Forward and Futures Markets 252 Principles of Pricing Forwards, Futures, and Options on Futures 284 Futures Arbitrage Strategies 325 Forward and Futures Hedging, Spread, and Target Strategies 353 Swaps 405 PART Ill Chapter 13 Chapter 14 Chapter 15 Chapter 16 Appendix A Appendix B Glossary 619 Index 641 Advanced Topics 443 Interest Rate Forwards and Options 444 Advanced Derivatives and Strategies 480 Financial Risk Management Techniques and Applications Managing Risk in an Organization 559 List of Formulas 589 References 598 518

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