Derivatives: Valuation and Risk Management. Miller, 0195114701, 9780195114706, Oxford University Press.
Wiley: Financial Derivatives: Pricing and Risk Management. Introduction xxii. Acknowledgments xxiv. PART I Overview of Financial Derivatives 1. Derivative Instruments: Forwards, Futures, Options, Swaps, and. Structured Products 3. G. Koppenhaver. 2 The Derivatives Marketplace: Exchanges and the.
Over- the- Counter Market 2. Sharon Brown- Hruska. Speculation and Hedging 4. Greg Kuserk. 4 The Social Functions of Financial Derivatives 5.
0195114701 Derivatives: Valuation and Risk Management, by David A. Dubofsky and Thomas W. Valuation and Risk Management is ideal for both undergraduate and graduate classes on derivatives, financial risk management. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the. Derivatives: Markets, Risk Management Strategies & Valuation 2 1. Introduction Derivatives are traded in two major markets. Derivatives: Markets, Risk Management Strategies & Valuation 7 Other approaches involve applying.
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Christopher L. Culp. PART II Types of Financial Derivatives 7. Agricultural and Metallurgical Derivatives: Pricing 7. Joan C. Junkus. 6 Agricultural and Metallurgical Derivatives: Speculation and.
Hedging 8. 9Joan C. Junkus. 7 Equity Derivatives 1. Jeffrey H. Mick Swartz. Foreign Exchange Derivatives 1. Robert W. Kolb. 9 Energy Derivatives 1. Craig Pirrong. 10 Interest Rate Derivatives 1. Ian Lang. 11 Exotic Options 1.
Robert W. Kolb. 12 Event Derivatives 1. Justin Wolfers and Eric Zitzewitz. Credit Default Swaps 1. Steven Todd. 14 Structured Credit Products 1. Steven Todd. 15 Executive Stock Options 2. Robert W. Kolb. 16 Emerging Derivative Instruments 2. Steve Swidler. PART III The Structure of Derivatives Markets and.
Institutions 2. 31. The Development and Current State of Derivatives Markets. Michael A. Penick. Derivatives Markets Intermediaries: Brokers, Dealers, Pools. Funds 2. 49. James L.
Carley. 19 Clearing and Settlement 2. James T. Moser and David Reiffen. Counterparty Credit Risk 2. James Overdahl. 21 The Regulation of U. S. Commodity Futures and Options. Walter L. Lukken.
Accounting for Financial Derivatives 3. Ira G. Kawaller. 23 Derivative Scandals and Disasters 3. John E. Marthinsen. PART IV Pricing of Derivatives: Essential Concepts. No- Arbitrage Pricing 3. Robert A. Strong.
The Pricing of Forward and Futures Contracts 3. David Dubofsky. 26 The Black- Scholes Option Pricing Model 3. A. Malliaris. 27 The Black- Scholes Legacy: Closed- Form Option Pricing. Models. 3. 87. Ant. Marshall. 30 Valuing Derivatives Using Finite Difference Methods 4.
Craig Pirrong. 31 Stochastic Processes and Models 4. George Chalamandaris and A.
Malliaris. 32 Measuring and Hedging Option Price Sensitivities 4. R. Brian Balyeat. PART VI Using Financial Derivatives 5. Option Strategies 5.
Stewart Mayhew. 34 The Use of Derivatives in Financial Engineering: Hedge Fund. Applications 5. 25. John F. Marshall. Hedge Funds and Financial Derivatives 5. Tom Nohel. 36 Real Options and Applications in Corporate Finance 5.
Betty Simkins and Kris Kemper. Using Derivatives to Manage Interest Rate Risk 5.