عنوان

An introduction to derivatives and risk management /

0324321392

0324646275

9780324321395

9780324646276

b722593

An introduction to derivatives and risk management /

[Book]

Don M. Chance, Robert Brooks.

7th ed.

Mason, OH :

Thomson/South-Western,

©2007.

xiv, 653 pages :

illustrations ;

27 cm

Includes bibliographical references and index.

1. Introduction ---- Part I. Options. 2. The structure of options market --- 3. Principles of option pricing --- 4. Option pricing models: the Binomial Model --- 5. Option pricing model: the Black-Scholes-Merton 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. Futures Arbitrage strategies --- 11. Forward and futures hedging, spread, and target 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 organisation ---- Appendixes.

0

This book provides 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.

Introduction to derivatives and risk management.

Derivative securities.

Futures market.

Futures.

Options (Finance)

Risk management.

Gestion du risque.

Instruments dérivés (Finances)

Marchés à terme.

Options (Finances)

Derivative securities.

Futures market.

Futures.

Options (Finance)

Risk management.

Chance, Don M.

Brooks, Robert Edwin,1960-

20201208142734.0

[Book]

Y