Chance, Don M.

Derivatives and risk management basics / Don M. Chance and Robert Brooks. - New Delhi : Cengage Learning, 2008. - 562 p. : ill. :

Includes bibliographical reference and Indexes.

Ch. 1. Introduction --
pt. I. Options.
Ch. 2. Structure of options markets --
Ch. 3. Principles of option pricing --
Ch. 4. Option pricing models: the binomial model --
Ch. 5. Option pricing models: the Black-Scholes-Merton model --
Ch. 6. Basic option strategies --
Ch. 7. Advance option strategies --
pt. II. Forwards, futures, and swaps.
Ch. 8. The structure of forward and futures markets --
Ch. 9. Principles of pricing forwards, futures, and options on futures --
Ch. 10. Futures arbitrage strategies --
Ch. 11. Forward and futures hedging, spread, and target strategies --
Ch. 12. Swaps --
pt. III. Advanced topics.
Ch. 13. Interest rate forwards and options --
Ch. 14. Advanced derivatives and strategies --
Ch. 15. Financial risk management techniques and applications --
Ch. 16. Managing risk in an organization.

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332.6 / CHA.D