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An Introduction to Derivatives and Risk Management

Author(s): Don M. Chance | Robert Brooks | Sanjay Dhamija

ISBN: 9789353500511

Edition: 10th

© Year : 2019

₹825

Binding: Paperback

Pages: 668

Trim Size : 254 x 203 mm

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An Introduction to Derivatives and Risk Management is an ideal textbook to establish the foundation of financial derivatives and their uses in managing the risk. A perfect blend of theory and practice, this book aims to help readers navigate through the complex and ever-changing world of derivatives and risk management in an easy-to-follow style. A variety of real-time risk management practices, boxed inserts, end-of-chapter practical applications, and minimal use of technical mathematics make the text accessible and engaging. Detailed discussions about the derivatives markets and risk management practices in India, along with suitable examples, have also been incorporated.

Besides postgraduate students specializing in finance, this book with its application-oriented approach would also be useful for scholars, researchers and practitioners.

 

  • Detailed coverage of global as well as Indian derivative markets using contemporary market data references, product specification, trading and settlements practices, and regulatory agencies.
  • Latest data, articles and examples reflecting changes in today's financial world
  • Making the Connection inserts to establish a better linkage between the theory of derivatives and risk management and the practice
  • Taking Risk in Life feature presents real-life situations which help readers to better interpret various risks faced in life
  • Includes a licence key for our digital learning app, Cengage App, that provides access to flashcards, self-assessments, references, list of symbols and important formulas
  • To access online material, visit http://login.cengagebrain.com. Register as a new user or log in as an existing user if you already have an account with Cengage. Click on the tab Find Product with free Access, search by ISBN (9789353500511), and download the files.

 

CHAPTER 1 Introduction

CHAPTER 2 Structure of Derivatives Markets 

PART I Options

CHAPTER 3 Principles of Option Pricing

CHAPTER 4 Option Pricing Models: The Binomial Model 

CHAPTER 5 Option Pricing Models: The Black–Scholes–Merton Model

CHAPTER 6 Basic Option Strategies

CHAPTER 7 Advanced Option Strategies

PART II Forwards, Futures, and Swaps

CHAPTER 8 Principles of Pricing Forwards, Futures, and Options on Futures

CHAPTER 9 Futures Arbitrage Strategies

CHAPTER 10 Forward and Futures Hedging, Spread, and Target Strategies

CHAPTER 11 Swaps

PART III Advanced Topics

CHAPTER 12 Interest Rate Forwards and Options

CHAPTER 13 Advanced Derivatives and Strategies

CHAPTER 14 Financial Risk Management Techniques and     Applications

CHAPTER 15 Managing Risk in an Organization

Appendix A Solutions to Concept Checks

Appendix B References

Appendix C List of Symbols

Appendix D List of Important Formulas

Glossary

Index

Don M. Chance

Don M. Chance, Ph.D., CFA, holds the James C. Flores Endowed Chair of MBA Studies and is Professor of Finance at the E.J. Ourso College of Business at Louisiana State University.

Robert Brooks

Robert Brooks is the Wallace D. Malone, Jr. Endowed Chair of Financial Management at The University of Alabama; president of derivatives consulting firm Financial Risk Management, LLC (www.frmhelp.com); and founding partner of money management firm BlueCreek Investment Partners, LLC (www.bluecreekip.com.

 

Sanjay Dhamija

Sanjay Dhamija is Professor at International Management Institute, New Delhi. He has a doctorate in finance, M.Com, LLB, FCMA, FCS with more than 34 years of experience in teaching and industry.

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