An Introduction to Derivatives and Risk Management / Edition 6

An Introduction to Derivatives and Risk Management / Edition 6

by Don M. Chance
     
 

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ISBN-10: 032417800X

ISBN-13: 9780324178005

Pub. Date: 07/21/2003

Publisher: Cengage Learning

Detailed but flexible coverage of options, futures, forwards, swaps, and risk management - as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.

Overview

Detailed but flexible coverage of options, futures, forwards, swaps, and risk management - as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.

Product Details

ISBN-13:
9780324178005
Publisher:
Cengage Learning
Publication date:
07/21/2003
Pages:
696
Product dimensions:
8.20(w) x 10.10(h) x 1.20(d)

Table of Contents

1. Introduction. PART I: OPTIONS. 2. The Structure of Options Markets. 3. Principles of Option Pricing. 4. Option Pricing Models: The Binomial Model. 5. Option Pricing Models: The Black-Scholes Model. 6. Basic Option Strategies. 7. Advanced Option Strategies. PART II: FORWARDS, FUTURES AND SWAPS. 8. The Structure of Forward and Futures Markets. 9. Principles of Pricing Forwards, Futures, and Options on Futures. 10. Forward and Futures Hedging Strategies. 11. Advanced Futures Strategies. 12. Swaps. PART III: ADVANCED TOPICS. 13. Interest Rate Forwards and Options. 14. Advanced Derivatives and Strategies. 15. Financial Risk Management Techniques and Applications. 16. Managing Risk in an Organization.

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