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Dubofsky David A

Derivatives : Valuation and risk management - New York Oxford University Press 2003 - 646p xxv

Table of contents
1. An Overview of Derivative Contracts ;
2. Risk and Risk Management ;
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 Features ;
11. An Introduction to Swaps ;
12. Using Swaps to Manage Risk ;
13. Pricing and Valuing Swaps ;
14. Introduction to Options ;
16. Arbitrage Restrictions on Option Prices ;
17. The Binomial Option Pricing Model ;
18. Continuous Time Option Pricing Models ;
19. Risk Management for Using Options ;
20. Current Topics in Risk Management

ISBN: 9780195114706

Subjects--Topical Terms:
1.Company Law - Derivatives2.Derivatives - Valuation - Risk Management

Dewey Class. No.: 346.066600 / DUB