Ship-Ship-Hooray! Free Shipping on $25+ Details >

by Don Chance

Edition: 5TH 01Copyright: 2001

Publisher: Harcourt Brace or Harcourt Press

Published: 2001

International: No

This title is currently not available in digital format.

Well, that's no good. Unfortunately, this edition is currently out of stock. Please check back soon.

Available in the Marketplace starting at $27.32

Price | Condition | Seller | Comments |
---|

A market leader, this book is ideally designed for either a one- or two-semester course in options and/or futures, derivatives, and/or risk management at the advanced undergraduate or MBA level. 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.

**Chance, Don : Virginia Polytechnic and State University **

1. Introduction

**PART I: OPTIONS **

2. The Structure of Options Markets

Appendix 2A: Margin Requirements

Appendix 2B: Taxation of Option Transactions

3. Principles of Option Pricing

4. Option Pricing Models: The Binomial Model

5. Option Pricing Models: The Black-Scholes Model

Appendix 5A: A Shortcut to the Calculations of Implied Volatility

Appendix 5B: The BSBWIN2.1 Windows Software

6. Basic Option Strategies

7. Advanced Option Strategies

**PART II: FORWARDS AND FUTURES **

8. The Structure of Forward and Futures Markets

Appendix 8A: Selected Financial Futures Contract Specifications

Appendix 8B: Taxation of Futures Transactions

9. Principles of Forward and Futures Pricing

10. Futures Hedging Strategies

Appendix 10A: Derivation of the Hedge Ratio

Appendix 10B: Taxation of Hedging

11. Advanced Futures Strategies

Appendix 11A: Determining the CBOT Treasury Bond Conversion Factor

Appendix 11B: Derivation of the Hedge Ratio for Adjusting Duration with Treasury Bond Futures

**PART III: ADVANCED TOPICS **

12. Options on Futures

Appendix 12A: Selected Options on Futures Contract Specifications

13. Foreign Currency Derivatives

Appendix 13A: Foreign Currency Futures Contract Specifications

Appendix 13B: Foreign Currency Options Contract Specifications

14. Swaps and Other Interest Rate Agreements

Appendix 14A: The Ho-Lee Model of the Term Structure

Advanced Derivatives and Strategies

Appendix 15A: Derivation of the Dynamic Hedge Ratio for Portfolio Insurance

Appendix 15B: Monte Carlo Simulation

16. Risk Management Principles

17. Risk Management Practices

Appendix A: List of Symbols

Appendix B: List of Formulas

Appendix C: References

shop us with confidence

Summary

A market leader, this book is ideally designed for either a one- or two-semester course in options and/or futures, derivatives, and/or risk management at the advanced undergraduate or MBA level. 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.

Author Bio

**Chance, Don : Virginia Polytechnic and State University **

Table of Contents

1. Introduction

**PART I: OPTIONS **

2. The Structure of Options Markets

Appendix 2A: Margin Requirements

Appendix 2B: Taxation of Option Transactions

3. Principles of Option Pricing

4. Option Pricing Models: The Binomial Model

5. Option Pricing Models: The Black-Scholes Model

Appendix 5A: A Shortcut to the Calculations of Implied Volatility

Appendix 5B: The BSBWIN2.1 Windows Software

6. Basic Option Strategies

7. Advanced Option Strategies

**PART II: FORWARDS AND FUTURES **

8. The Structure of Forward and Futures Markets

Appendix 8A: Selected Financial Futures Contract Specifications

Appendix 8B: Taxation of Futures Transactions

9. Principles of Forward and Futures Pricing

10. Futures Hedging Strategies

Appendix 10A: Derivation of the Hedge Ratio

Appendix 10B: Taxation of Hedging

11. Advanced Futures Strategies

Appendix 11A: Determining the CBOT Treasury Bond Conversion Factor

Appendix 11B: Derivation of the Hedge Ratio for Adjusting Duration with Treasury Bond Futures

**PART III: ADVANCED TOPICS **

12. Options on Futures

Appendix 12A: Selected Options on Futures Contract Specifications

13. Foreign Currency Derivatives

Appendix 13A: Foreign Currency Futures Contract Specifications

Appendix 13B: Foreign Currency Options Contract Specifications

14. Swaps and Other Interest Rate Agreements

Appendix 14A: The Ho-Lee Model of the Term Structure

Advanced Derivatives and Strategies

Appendix 15A: Derivation of the Dynamic Hedge Ratio for Portfolio Insurance

Appendix 15B: Monte Carlo Simulation

16. Risk Management Principles

17. Risk Management Practices

Appendix A: List of Symbols

Appendix B: List of Formulas

Appendix C: References

Publisher Info

Publisher: Harcourt Brace or Harcourt Press

Published: 2001

International: No

Published: 2001

International: No

**Chance, Don : Virginia Polytechnic and State University **

1. Introduction

**PART I: OPTIONS **

2. The Structure of Options Markets

Appendix 2A: Margin Requirements

Appendix 2B: Taxation of Option Transactions

3. Principles of Option Pricing

4. Option Pricing Models: The Binomial Model

5. Option Pricing Models: The Black-Scholes Model

Appendix 5A: A Shortcut to the Calculations of Implied Volatility

Appendix 5B: The BSBWIN2.1 Windows Software

6. Basic Option Strategies

7. Advanced Option Strategies

**PART II: FORWARDS AND FUTURES **

8. The Structure of Forward and Futures Markets

Appendix 8A: Selected Financial Futures Contract Specifications

Appendix 8B: Taxation of Futures Transactions

9. Principles of Forward and Futures Pricing

10. Futures Hedging Strategies

Appendix 10A: Derivation of the Hedge Ratio

Appendix 10B: Taxation of Hedging

11. Advanced Futures Strategies

Appendix 11A: Determining the CBOT Treasury Bond Conversion Factor

Appendix 11B: Derivation of the Hedge Ratio for Adjusting Duration with Treasury Bond Futures

**PART III: ADVANCED TOPICS **

12. Options on Futures

Appendix 12A: Selected Options on Futures Contract Specifications

13. Foreign Currency Derivatives

Appendix 13A: Foreign Currency Futures Contract Specifications

Appendix 13B: Foreign Currency Options Contract Specifications

14. Swaps and Other Interest Rate Agreements

Appendix 14A: The Ho-Lee Model of the Term Structure

Advanced Derivatives and Strategies

Appendix 15A: Derivation of the Dynamic Hedge Ratio for Portfolio Insurance

Appendix 15B: Monte Carlo Simulation

16. Risk Management Principles

17. Risk Management Practices

Appendix A: List of Symbols

Appendix B: List of Formulas

Appendix C: References