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An introduction to derivatives and risk management / Don M. Chance and Robert Brooks

By: Material type: TextTextPublication details: Unites States of America : Cengage Learning Asia Pte Ltd, c2016Edition: 10th EditionDescription: xviii, 582 pages : illustrations ; 26 cmISBN:
  • 9781305104969
Subject(s): LOC classification:
  • HG 6024.A3 C48 2016
Contents:
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 .
Summary: 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.
Item type: Books
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Holdings
Item type Current library Home library Collection Call number Copy number Status Date due Barcode
Books Books National University - Manila LRC - Annex II General Circulation General Education GC HG 6024.A3 C48 2016 (Browse shelf(Opens below)) c.1 Available NULIB000011972

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.

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