An introduction to derivatives and risk management

Chance, Don M.

An introduction to derivatives and risk management - 10th - New Delhi Cengage Learning India Pvt. Ltd. 2019 - xvii, 610 p.

Table of content

CHAPTER 1 Introduction

CHAPTER 2 Structure of Derivatives Markets

PART I Options

CHAPTER 3 Principles of Option Pricing

CHAPTER 4 Option Pricing Models: The Binomial Model

CHAPTER 5 Option Pricing Models: The Black–Scholes–Merton Model

CHAPTER 6 Basic Option Strategies

CHAPTER 7 Advanced Option Strategies

PART II Forwards, Futures, and Swaps

CHAPTER 8 Principles of Pricing Forwards, Futures, and Options on Futures

CHAPTER 9 Futures Arbitrage Strategies

CHAPTER 10 Forward and Futures Hedging, Spread, and Target Strategies

CHAPTER 11 Swaps

PART III Advanced Topics

CHAPTER 12 Interest Rate Forwards and Options

CHAPTER 13 Advanced Derivatives and Strategies

CHAPTER 14 Financial Risk Management Techniques and Applications

CHAPTER 15 Managing Risk in an Organization

Appendix A Solutions to Concept Checks

Appendix B References

Appendix C List of Symbols

Appendix D List of Important Formulas

Glossary

Index

An Introduction to Derivatives and Risk Management is an ideal textbook to establish the foundation of financial derivatives and their uses in managing the risk. A perfect blend of theory and practice, this book aims to help readers navigate through the complex and ever-changing world of derivatives and risk management in an easy-to-follow style. A variety of real-time risk management practices, boxed inserts, end-of-chapter practical applications, and minimal use of technical mathematics make the text accessible and engaging. Detailed discussions about the derivatives markets and risk management practices in India, along with suitable examples, have also been incorporated.

Besides postgraduate students specializing in finance, this book with its application-oriented approach would also be useful for scholars, researchers and practitioners.

9789353500511


Risk management
Derivative securities
Futures market
Options (Finance)

332.6457 / CHA

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