| Description |
xiv, 653 pages : illustrations ; 27 cm |
| Contents |
Ch. 1. Introduction -- Ch. 2. Structure of options markets -- Ch. 3. Principles of option pricing -- Ch. 4. Option pricing models : the binomial model -- Ch. 5. Option pricing models : the Black-Scholes-Merton model -- Ch. 6. Basic option strategies -- Ch. 7. Advanced option strategies -- Ch. 8. The structure of forward and futures markets -- Ch. 9. Principles of pricing forwards, futures, and options on futures -- Ch. 10. Futures arbitrage strategies -- Ch. 11. Forward and futures hedging, spread, and target strategies -- Ch. 12. Swaps -- Ch. 13. Interest rate forwards and options -- Ch. 14. Advanced derivatives and strategies -- Ch. 15. Financial risk management techniques and applications -- Ch. 16. Managing risk in an organization |
| Summary |
Chance (Louisiana State U.) and Brooks (financial management, U. of Alabama), a new author to this edition, provide a textbook meant for a two-semester course on financial derivatives theory and its practical applications, with key attention to options; forwards, futures, and swaps; and advanced topics such as interest rate derivatives, strategies |
| Notes |
Previous ed. 2004 |
| Bibliography |
Includes bibliographical references (pages 598-617) and index |
| Subject |
Derivative securities.
|
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Futures market.
|
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Futures.
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Options (Finance)
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Risk management.
|
| Author |
Brooks, Robert Edwin, 1960-
|
| LC no. |
2006902913 |
| ISBN |
0324321392 |
|
