AuthorChance, Don M
TitleAn introduction to derivatives and risk management / Don M. Chance and Robert Brooks
Imprint Mason, Ohio : South-Western Cengage Learning, 2010
Edition 8th ed
Descript xviii, 652 p. : ill. ; 26 cm

CONTENT

Part 1: Options -- Structure of options markets -- Principles of option pricing -- Option pricing models : the binomial model -- Option pricing models : the Blach-Scholes-Merton 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 -- Futures arbitrage strategies -- Forward and futures hedging, spread, and target strategies -- Swaps -- Part 3: Advanced topics -- Interest rate forwards and strategies -- Financial risk management techniques and applications -- Managing risk in an organization


SUBJECT

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

LOCATIONCALL#STATUS
Sasin Library332.645 C454I 2010 CHECK SHELVES
Chula Business School Library332.645 C454I 2010 CHECK SHELVES
Chula Business School Library332.645 C454I 2010 CHECK SHELVES
Sasin Library332.645 C454I 2010 SET CHECK SHELVES