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An Introduction to Derivatives and Risk Management

Опубликовано на портале: 03-10-2004
Fort Worth, TX: Harcount College Publishers, 2001
Тематический раздел:
It has now been eleven years since the first edition of this book came out. Probably no area in finance has undergone as much change as that of derivatives and risk management. In fact, this book was once called An Introduction to Options and Futures. The previous edition was called An Introduction to Derivatives. Reflecting the continuing change in the industry, we are now calling it An Introduction to Derivatives and Risk Management. Who knows what the sixth edition will be called? (Any suggestions?) But looking on the bright side, a dynamic field makes for an exciting subject to study and one well worth exploring for its potential for career development.

This book is all about the study of financial instruments called derivatives. The types of derivatives you will learn about are options, forwards, futures, swaps and a number of variations of these basic instruments. Derivatives are powerful and effective tools for altering the risk of an organization or portfolio of securities. In this book you will learn the characteristics of these instruments, how they are priced, how they are used in strategies, and how to manage the risk they create as well as how to use them to manage already-existing risk.

ISBN: 0-03-031147-0
An Introduction to Derivatives and Risk  Management
Расширенное описание разделов книги размещено в формате html.
Chapter 1Introduction
PART IOptions
Chapter 2The Structure of Options Markets
Chapter 3Principles of Option Pricing
Chapter 4Option Pricing Models: The Binomial Model
Chapter 5Option Pricing Models: The Black-Scholes Model
Chapter 6Basic Option Strategies
Chapter 7Advanced Option Strategies
PART IIForwards and Futures
Chapter 8The Structure of Forward and Futures Markets
Chapter 9Principles of Forward and Futures Pricing
Chapter 10Futures Hedging Strategies
Chapter 11Advanced Futures Strategies
PART IIIAdvanced Topics
Chapter 12Options on Futures
Chapter 13Foreign Currency Derivatives
Chapter 14Interest Rate Derivatives
Chapter 15Advanced Derivatives and Strategies
Chapter 16Financial Risk Management
Appendix AList of Symbols
Appendix BList of Formulas
Appendix CReferences

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