An introduction to derivatives and risk management / [book]
Derivatives and risk management
Don M. Chance, Robert Brooks
- 8th ed., International ed.
- Mason, OH : Mason, OH : South- Western Cengage Learning, 2010.
- xviii, 652 p. : ill.
Introduction -- Part 1: Options -- Structure of options markets -- Principles of option pricing -- Option pricing models: the binomial model -- Option pricing models: the Black-Scholes-Merton model -- Basic option strategies -- Advance option strategies -- Part 2: Forwards, futures, and swaps -- The structure of forward and futures markets -- Principles of pricing forwards, futures, and options on futures -- Futures arbitrage strategies -- Forward and futures hedging, spread, and target strategies -- Swaps -- Part 3: Advanced topics -- Interest rate forwards and options -- Advanced derivatives and strategies -- Financial risk management techniques and applications -- Managing risk in an organization