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Book Cover
Author Chance, Don M.

Title An introduction to derivatives and risk management / Don M. Chance, Robert Brooks
Edition Seventh edition
Published Mason, Ohio : Thomson/South-Western, [2007]


Location Call no. Vol. Availability
 MELB  332.642 Cha/Itd 2007  AVAILABLE
 MELB  332.642 Cha/Itd 2007  AVAILABLE
 MELB  332.642 Cha/Itd 2007  AVAILABLE
 W'BOOL  332.642 Cha/Itd 2007  AVAILABLE
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.
Futures market.
Options (Finance)
Risk management.
Author Brooks, Robert Edwin, 1960-
LC no. 2006902913
ISBN 0324321392