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Derivatives. Valuation And Risk Management.

Derivatives. Valuation And Risk Management.

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  • ISBN:9780195114706
  • Editorial: Oxford University Press
  • Fecha de la edición:
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:646
  • Idiomas:Ingles

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This textbook deals with the four primary types of derivative contracts: forwards, futures, swaps, and options. It avoids extensive and difficult mathematics, and instead focuses more on intuitive understanding on how to value each contract, and how to compute the relevant price. In addition it shows how each contract can be used to manage financial risk.

Part One: Introduction to Derivatives and Risk Management
1 An Overview of Derivative Contracts
2 Risk and Risk Management
Part Two: Forward Contracts and Futures Contracts
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
Part Three: Swaps
11 An Introduction to Swaps
12 Using Swaps to Manage Risk
13 Pricing and Valuing Swaps
Part Four: Options
14 Introduction to Options
15 Options Strategies and Profit Diagrams
16 Arbitrage Restrictions on Option Prices
17 The Binomial Option Pricing Model
18 Continuous Time Option Pricing Models
19 Risk Management for Using Options
Part Five: Derivative Frontiers
20 Current Topics in Risk Management

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