by Don M. Chance and Robert Brooks
List price: $270.75
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Detailed but flexible coverage of options, futures, forwards, swaps, and risk management-as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.
Benefits:
PART I: OPTIONS.
2: Structure of Options 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.
PART II: FORWARDS, FUTURES, AND SWAPS.
8: The Structure of Forward and Futures Markets.
9: Principles of Pricing Forwards, Futures, and Options on Futures.
10: Futures Arbitrage Strategies.
11: Forward and Futures hedging, Spread, and Target Strategies.
12: Swaps.
PART III: ADVANCED TOPICS.
13: Interest Rate Forwards and Options.
14: Advanced Derivatives and Strategies.
15: Financial Risk Management Techniques and Applications.
16: Managing Risk in an Organization.
Don M. Chance and Robert Brooks
ISBN13: 978-0324321395Detailed but flexible coverage of options, futures, forwards, swaps, and risk management-as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.
Benefits:
Table of Contents
PART I: OPTIONS.
2: Structure of Options 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.
PART II: FORWARDS, FUTURES, AND SWAPS.
8: The Structure of Forward and Futures Markets.
9: Principles of Pricing Forwards, Futures, and Options on Futures.
10: Futures Arbitrage Strategies.
11: Forward and Futures hedging, Spread, and Target Strategies.
12: Swaps.
PART III: ADVANCED TOPICS.
13: Interest Rate Forwards and Options.
14: Advanced Derivatives and Strategies.
15: Financial Risk Management Techniques and Applications.
16: Managing Risk in an Organization.