000			01555nam a2200241Ia 4500
003			NULRC
005			20250520102735.0
008			250520s9999 xx 000 0 und d
020			_a9781305104969
040			_cNULRC
050			_aHG 6024.A3 C48 2016
100			_aChance, Don M. _eauthor
245		3	_aAn introduction to derivatives and risk management / _cDon M. Chance and Robert Brooks
250			_a10th Edition
260			_aUnites States of America : _bCengage Learning Asia Pte Ltd, _cc2016
300			_axviii, 582 pages : _billustrations ; _c26 cm.
365			_bUSD168.05
504			_aIncludes index.
505			_a1.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 .
520			_aThis 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.
650			_aDERIVATIVE SECURITIES
942			_2lcc _cBK
999			_c14213 _d14213