AuthorChance, Don M
TitleAn introduction to derivatives & risk management / Don M. Chance
Imprint Mason, Ohio : Thomson/South-Western, c2004
Edition 6th ed
Descript xiv, 675 p. : ill. ; 27 cm

CONTENT

Introduction -- Part 1: Options -- The structure of options markets -- Principles of option pricing -- Option pricing models: the binomial model -- Option pricing models: the black-scholes model -- Basic option strategies -- Advanced option strategies -- Part 2: Forwards, futures, and swaps -- The structure of forward and futures markets -- Principles of pricing forwards, futures, and options on futures -- Forward and futures hedging strategies -- Advanced futures strategies -- Swaps -- Part 3: Advanced topics -- Interest rate forwards and options -- Advanced derivatives and strategies -- Financial risk management techniques and applications -- Managing risk in an organization


SUBJECT

  1. Derivative securities
  2. Risk management
  3. Options (Finance)
  4. Futures
  5. Futures market

LOCATIONCALL#STATUS
Economics LibraryHG6024 A3C42 2004 CHECK SHELVES
Chula Business School Library332.6475 C454I 2004 CHECK SHELVES
Chula Business School Library332.6475 C454I 2004 CHECK SHELVES
Sasin Library332.6475 C454I 2004 CHECK SHELVES