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Book Cover
Book
Author Dubofsky, David A.

Title Derivatives : valuation and risk management / David A. Dubofsky, Thomas W. Miller, Jr
Published New York ; Oxford : Oxford University Press, 2003

Copies

Location Call no. Vol. Availability
 MELB  332.632 Dub/Dva  DUE 30-10-19
Description xxv, 646 pages : illustrations ; 25 cm
Contents Pt. 1. Introduction to Derivatives and Risk Management -- 1. An Overview of Derivative Contracts -- 2. Risk and Risk Management -- Pt. 2. Forward Contracts and Futures Contracts -- 3. Introduction to Forward Contracts -- 4. Using Forward Contracts to Manage Risk -- 5. Determining Forward Prices and Futures Prices -- 6. Introduction to Futures -- 7. Risk Management with Futures Contracts -- 8. Stock Index Futures -- 9. Treasury Bond and Treasury Note Futures -- 10. Treasury Bill and Eurodollar Futures -- Pt. 3. Swaps -- 11. An Introduction to Swaps -- 12. Using Swaps to Manage Risk -- 13. Pricing and Valuing Swaps -- Pt. 4. Options -- 14. Introduction to Options -- 15. Options Strategies and Profit Diagrams -- 16. Arbitrage Restrictions on Option Prices -- 17. The Binomial Option Pricing Model -- 18. Continuous Time Option Pricing Models -- 19. Using Options for Risk Management -- Pt. 5. Derivative Frontiers -- 20. Current Topics in Risk Management
Bibliography Includes bibliographical references and index
Subject Derivative securities.
Risk management.
Author Miller, Thomas W., 1955-
LC no. 2001133061
ISBN 0195114701 :