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Chance Don M.

Обновлено: 09-12-2010
Дата рождения 12 июля 1951 г.
Место работы Department of Finance / Pamplin College of Business / First Union Professor of Financial Risk Management

Профессиональные интересы:
Investment Analysis and Portfolio Management

Публикации:
  • An Introduction to Derivatives and Risk Management, 6th ed. Mason, Ohio: Thomson South-Western (2004), 675 pp.,; 5th ed., Fort Worth: Harcourt, Inc. (2001), 822 pp.; 4th ed. (1998), 784 pp.; 3rd. ed., (1995), 625 pp.; Previously published as An Introduction to Options and Futures, Hinsdale, Illinois: The Dryden Press (1989), 560 pp., and 2nd. edition (1992), 605 pp.
  • Instructor's Manual: An Introduction to Derivatives and Risk Management, 6th ed. Mason, Ohio: Thomson South-Western (2004), 229 pp.; Instructor's Manual: An Introduction to Derivatives and Risk Management, 5th ed. Fort Worth: Harcourt, Inc. (2001), 242 pp.; Instructor's Manual: An Introduction to Derivatives, 4th ed. Fort Worth: The Dryden Press (1998), 210 pp.; 3rd ed. (1995), 208 pp. Previously published as Instructor's Manual: An Introduction to Options and Futures, Hinsdale, Illinois: The Dryden Press (1989), 200 pp, and 2nd. edition (1992), 259 pp.
  • Analysis of Derivatives for the C.F.A. Program. Charlottesville, Virginia: Association for Investment Management and Research (2003).
  • Real Options and Investment Valuation. Charlottesville: Association for Investment Management and Research (2002), 114 pp. Co-author: P. Peterson.
  • Essays in Derivatives. New York: John Wiley (1998), 323 pp. Collection of 70 essays on various topics in derivatives and risk management.
  • Managed Futures and Their Role in Investment Portfolios. Charlottesville: Research Foundation of the Institute of Chartered Financial Analysts (1994), 78 pp. Monograph selected for distribution to all 23,000 AIMR members. You can order this at AIMR publications.
  • Contributing author to Investment Analysis and Portfolio Management, 4th edition, F. Reilly, Fort Worth: The Dryden Press (1994). Wrote Chapter 9 (An Introduction to Derivative Markets and Securities), Chapter 20 (Stock Options), Chapter 21 (Warrants and Convertible Securities), Chapter 22 (Futures), Chapter 23 (Advanced Topics on Options and Futures).
  • "The Effect of Margins on the Volatility of Stock and Derivative Markets: A Review of the Evidence." Salomon Brothers Center for the Study of Financial Institutions, New York University, Monograph Series in Finance and Economics (No. 1990-2). Reprinted in Intermarket Coordination Report to Congress Required by the Market Reform Act of 1990, Commodity Futures Trading Commission, May 31, 1991.
  • Advances in Futures and Options Research, Vol. 6 (1993). Co-edited (with R. R. Trippi), collection of 22 research papers, 422 pp.
  • Advances in Futures and Options Research, Vol. 7 (1994). Co-edited (with R. R. Trippi), collection of 17 research papers, 335 pp.


Публикации на портале:
Учебные курсы Книги Статьи
Домашняя страница http://www.bus.lsu.edu/academics/finance/faculty/dchance/
E-mail dchance@lsu.edu
Телефон 540-231-5061
Факс 540-231-3155