TY  - BOOK
AU  - Chance, Don M.
TI  - An introduction to derivatives and risk management
SN  - 9781305104969
AV  - HG 6024.A3 C48 2016 
PY  - 2016///
CY  - United States of America
PB  - Cengage Learning
KW  - DERIVATIVE SECURITIES
KW  - RISK MANAGEMENT
KW  - FUTURE MARKET
N1  - Includes index; 1.Introduction -- 2. Structure of derivatives markets -- 3. Principles of option pricing -- 4. Option pricing models: the binomial model -- 5. Option pricing models: the Black-Scholes-Merton model -- 6. Basic option strategies -- 7. Advanced option strategies -- 8. Principles of pricing forwards, futures, and options on futures -- 9. Futures arbitrage strategies -- 10. Forward and futures hedging, spread, and target strategies -- 11. Swaps -- 12. Interest rate forwards and options -- 13. Advanced derivatives and strategies -- 14. Financial risk management techniques and applications -- 15. Managing risk in an organization
N2  - This edition contains more than 12o figures and more than 90 tables, which reinforce the concepts presented in the text. End of chapter questions help the students understand the basic materials covered in the text
ER  -