Introduction to Derivatives and Risk Management, 8th Edition
includes Stock-Trak Coupon

Don M. Chance - Louisiana State University

Robert Brooks - University of Alabama, Tuscaloosa

ISBN-10: 0324601212  ISBN-13: 9780324601213

672 Pages   Casebound

© 2010     Published

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

Table of Contents

1. Introduction.
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.
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.
13. Interest Rate Forwards and Options.
14. Advanced Derivatives and Strategies.
15. Financial Risk Management: Techniques and Applications.
16. Managing Risk in an Organization.
Appendix A: List of Formulas.
Appendix B: References.