An Introduction to Derivatives and Risk Management, 7th Edition
includes Stock-Trak Coupon

Don M. Chance - Louisiana State University

Robert Brooks - University of Alabama, Tuscaloosa

ISBN-10: 0324321392  ISBN-13: 9780324321395

672 Pages   Casebound

© 2007     Published

About this Product

Write a Review

• Overview
• |
• About the Author
• |
• Table of Contents
• |
• Features
• |
• New to this Edition

Table of Contents

PART I: OPTIONS.
2: Structure of Options 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.
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 Organization.