Title:
An introduction to derivatives and risk management
Personal Author:
Series Title:
The Harcourt series in finance.
Series:
The Harcourt series in finance.
Edition:
Fifthe Edition
Physical Description:
xxvi, 822 pages : illustrations ; 24 cm.
ISBN:
9780030311574
General Note:
Rev. ed. of: An introduction to derivatives. 4th ed. 1998.
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 33000000016605 | HG6024.A3 C424 2001 | Open Access Book | Gift Book | Searching... |
On Order
Summary
Summary
A market leader, this book is ideally designed for either a one- or two-semester course in options and/or futures, derivatives, and/or risk management at the advanced undergraduate or MBA level. Detailed but flexible coverage of options, futures, forwards, swaps, and risk management - as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.
Table of Contents
| 1 Introduction |
| Part 1 Options |
| 2 The Structure of Options Markets |
| 3 Principles of Option Pricing |
| 4 Option Pricing Models: The Binomial Model |
| 5 Option Pricing Models: The Black-Scholes Model |
| 6 Basic Option Strategies |
| 7 Advanced Option Strategies |
| Part 2 Forwards, Futures and Swaps |
| 8 The Structure of Forward and Futures Markets |
| 9 Principles of Pricing Forwards, Futures, and Options on Futures |
| 10 Forward and Futures Hedging Strategies |
| 11 Advanced Futures Strategies |
| 12 Swaps |
| Part 3 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 |
