AuthorChance, Don M
TitleAn introduction to derivatives & risk management / Don M. Chance, Robert Brooks
Imprint Mason, Ohio : Thomson/South-Western, c2008
Edition 7th ed
Descript xiv, 653 p. : ill. ; 27 cm

CONTENT

Part 1: Options structure of options markets -- Principles of option pricing -- Option pricing models: the binomial model -- Option pricing models: the black-scgikes-merton model -- Basic option strategies -- Part 2: Forwards, futures, and swaps -- The structure of forward and futures markets -- Priciples of pricing forwards, futures and options on futures -- Futures arbrtrage strategies -- Forward and futures hedging , spread, and target 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 -- List of formulas -- References


SUBJECT

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

LOCATIONCALL#STATUS
Chula Business School Library332.6475 C454I 2008 CHECK SHELVES