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Understanding derivatives and risk management / Don M. Chance and Robert Brooks

By: Contributor(s): Publisher: Singapore : Cengage Learning Asia, c2011Edition: Philippine editionDescription: 671 pagesContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9789814314312 [newsprint]
Subject(s): DDC classification:
  • 332.6457 C454 2011
Contents:
Chapter one Introduction -- Chapter two Structure of options markets -- Chapter three Principles of option pricing -- Chapter four Option pricing models: the binomial model -- Chapter five Option pricing models: the Black-Scholes-Merton model -- Chapter six Basic option strategies -- Chapter seven Advanced option strategies -- Chapter eight The structure of forward and futures markets -- Chapter nine Principles of pricing forwards, futures, and options on futures -- Chapter ten Futures arbitrage strategies -- Chapter eleven Forward and future hedging, spread, and target strategies -- Chapter twelve Swaps -- Chapter thirteen Interest rate forwards and options -- Chapter fourteen Advanced derivatives and strategies -- Chapter fifteen Financial risk management techniques and applications -- Chapter sixteen managing risk in an organization
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Holdings
Item type Current library Call number Status Date due Barcode
Reference Reference Graduate School Library Annex 332.6457 C454 2011 (Browse shelf(Opens below)) Available UC12-000003780

Includes index.

Chapter one Introduction -- Chapter two Structure of options markets -- Chapter three Principles of option pricing -- Chapter four Option pricing models: the binomial model -- Chapter five Option pricing models: the Black-Scholes-Merton model -- Chapter six Basic option strategies -- Chapter seven Advanced option strategies -- Chapter eight The structure of forward and futures markets -- Chapter nine Principles of pricing forwards, futures, and options on futures -- Chapter ten Futures arbitrage strategies -- Chapter eleven Forward and future hedging, spread, and target strategies -- Chapter twelve Swaps -- Chapter thirteen Interest rate forwards and options -- Chapter fourteen Advanced derivatives and strategies -- Chapter fifteen Financial risk management techniques and applications -- Chapter sixteen managing risk in an organization

English

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