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Derivatives : Valuation and risk management

By: Contributor(s): Publication details: New York Oxford University Press 2003Description: 646p xxvISBN:
  • 9780195114706
Subject(s): DDC classification:
  • 346.066600 DUB
Contents:
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
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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