Chance, Don M.

An introduction to derivatives and risk management / Don M. Chance and Robert Brooks - 10th Edition - Unites States of America : Cengage Learning Asia Pte Ltd, c2016 - xviii, 582 pages : illustrations ; 26 cm.

Includes index.

1.Introduction -- 2. Structure of derivatives markets -- 3. Principles of option pricing -- 4. Option pricing models: the binomial model -- 5. Option pricing models: the Black-Scholes-Merton model -- 6. Basic option strategies -- 7. Advanced option strategies -- 8. Principles of pricing forwards, futures, and options on futures -- 9. Futures arbitrage strategies -- 10. Forward and futures hedging, spread, and target strategies -- 11. Swaps -- 12. Interest rate forwards and options -- 13. Advanced derivatives and strategies -- 14. Financial risk management techniques and applications -- 15. Managing risk in an organization .

This edition contains more than 12o figures and more than 90 tables, which reinforce the concepts presented in the text. End of chapter questions help the students understand the basic materials covered in the text.

9781305104969


DERIVATIVE SECURITIES

HG 6024.A3 C48 2016