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Introduction to Derivatives and Risk Management by Don M. Chance EBOOK PDF Instant Download

Table of Contents

Title

Statement

Copyright

Brief Contents

Contents

Preface

Ch 1: Introduction

Ch 1: Chapter Objectives

CH 1: Introduction

1-1: Derivative Markets and Instruments

1-2: The Underlying Asset

1-3: Important Concepts in Financial and Derivative Markets

1-4: Fundamental Linkages between Spot and Derivative Markets

1-5: Role of Derivative Markets

1-6: Criticisms of Derivative Markets

1-7: Misuses of Derivatives

1-8: Derivatives and Ethics

1-9: Derivatives and Your Career

1-10: Sources of Information on Derivatives

1-11: Book Overview

Ch 1: Summary

Ch 1: Key Terms

Ch 1: Further Reading

Ch 1: Concept Checks

Ch 1: Questions and Problems

Ch 2: Structure of Derivatives Markets

Ch 2: Chapter Objectives

Ch 2: Introduction

2-1: Types of Derivatives

2-2: Origins and Development of Derivatives Markets

2-3: Exchange-Listed Derivatives Trading

2-4: Over-the-Counter Derivatives Trading

2-5: Clearing and Settlement

2-6: Market Participants

2-7: Transaction Costs

2-8: Taxes

2-9: Regulation of Derivatives Markets

Ch 2: Summary

Ch 2: Key Terms

Ch 2: Further Reading

Ch 2: Concept Checks

Ch 2: Questions and Problems

Part I: Options

Ch 3: Principles of Option Pricing

Ch 3: Chapter Objectives

Ch 3: Introduction

3-1: Basic Notation and Terminology

3-2: Principles of Call Option Pricing

3-3: Principles of Put Option Pricing

Ch 3: Summary

Ch 3: Key Terms

Ch 3: Further Reading

Ch 3: Concept Checks

Ch 3: Questions and Problems

Appendix 3: Dynamics of Option Boundary Conditions: A Learning Exercise

Ch 4: Option Pricing Models: The Binomial Model

Ch 4: Chapter Objectives

Ch 4: Introduction

4-1: One-Period Binomial Model

4-2: Two-Period Binomial Model

4-3: Extensions of the Binomial Model

Ch 4: Summary

Ch 4: Key Terms

Ch 4: Further Reading

Ch 4: Concept Checks

Ch 4: Questions and Problems

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

Ch 5: Chapter Objectives

5-1: Origins of the Black–Scholes–Merton Formula

5-2: Black–Scholes–Merton Model as the Limit of the Binomial Model

5-3: Assumptions of the Black–Scholes–Merton Model

5-4: A Nobel Formula

5-5: Variables in the Black–Scholes–Merton Model

5-6: Black–Scholes–Merton Model When the Stock Pays Dividends

5-7: Black–Scholes–Merton Model and Some Insights into American Call Options

5-8: Put Option Pricing Models

5-9: Managing the Risk of Options

Ch 5: Summary

Ch 5: Key Terms

Ch 5: Further Reading

Ch 5: Concept Checks

Ch 5: Questions and Problems

Appendix 5: A Shortcut to the Calculation of Implied Volatility

Ch 6: Basic Option Strategies

Ch 6: Chapter Objectives

Ch 6: Introduction

6-1: Terminology and Notation

6-2: Stock Transactions

6-3: Call Option Transactions

6-4: Put Option Transactions

6-5: Calls and Stock: The Covered Call

6-6: Puts and Stock: The Protective Put

6-7: Synthetic Puts and Calls

Ch 6: Summary

Ch 6: Key Terms

Ch 6: Further Reading

Ch 6: Concept Checks

Ch 6: Questions and Problems

Ch 7: Advanced Option Strategies

Ch 7: Chapter Objectives

Ch 7: Introduction

7-1: Option Spreads: Basic Concepts

7-2: Money Spreads

7-3: Calendar Spreads

7-4: Ratio Spreads

7-5: Straddles

7-6: Box Spreads

Ch 7: Summary

Ch 7: Key Terms

Ch 7: Further Reading

Ch 7: Concept Checks

Ch 7: Questions and Problems

Part II: Forwards, Futures, and Swaps

Ch 8: Principles of Pricing Forwards, Futures, and Options on Futures

Ch 8: Chapter Objectives

Ch 8: Introduction

8-1: Generic Carry Arbitrage

8-2: Carry Arbitrage When Underlying Generates Cash Flows

8-3: Pricing Models

8-4: Pricing Options on Futures

Ch 8: Summary

Ch 8: Key Terms

Ch 8: Further Reading

Ch 8: Concept Checks

Ch 8: Questions and Problems

Ch 9: Futures Arbitrage Strategies

Ch 9: Chapter Objectives

Ch 9: Introduction

9-1: Short-Term Interest Rate Arbitrage

9-2: Intermediate- and Long-Term Interest Rate Arbitrage

9-3: Stock Index Arbitrage

9-4: Foreign Exchange Arbitrage

Ch 9: Summary

Ch 9: Key Terms

Ch 9: Further Reading

Ch 9: Concept Checks

Ch 9: Questions and Problems

Appendix 9: Determining the Treasury Bond Conversion Factor

Ch 10: Forward and Futures Hedging, Spread, and Target Strategies

Ch 10: Chapter Objectives

Ch 10: Introduction

10-1: Why Hedge?

10-2: Hedging Concepts

10-3: Determination of the Hedge Ratio

10-4: Hedging Strategies

10-5: Spread Strategies

10-6: Target Strategies

Ch 10: Summary

Ch 10: Key Terms

Ch 10: Further Reading

Ch 10: Concept Checks

Ch 10: Questions and Problems

Ch 11: Swaps

Ch 11: Chapter Objectives

Ch 11: Introduction

11-1: Interest Rate Swaps

11-2: Currency Swaps

11-3: Equity Swaps

11-4: Some Final Words about Swaps

Ch 11: Summary

Ch 11: Key Terms

Ch 11: Further Reading

Ch 11: Concept Checks

Ch 11: Questions and Problems

Part III: Advanced Topics

Ch 12: Interest Rate Forwards and Options

Ch 12: Chapter Objectives

Ch 12: Introduction

12-1: Forward Rate Agreements

12-2: Interest Rate Options

12-3: Interest Rate Swaptions and Forward Swaps

Ch 12: Summary

Ch 12: Key Terms

Ch 12: Further Reading

Ch 12: Concept Checks

Ch 12: Questions and Problems

Ch 13: Advanced Derivatives and Strategies

Ch 13: Chapter Objectives

Ch 13: Introduction

13-1: Advanced Equity Derivatives and Strategies

13-2: Advanced Interest Rate Derivatives

13-3: Exotic Options

13-4: Some Unusual Derivatives

Ch 13: Summary

Ch 13: Key Terms

Ch 13: Further Reading

Ch 13: Concepts Checks

Ch 13: Questions and Problems

Appendix 13: Monte Carlo Simulation

Ch 14: Financial Risk Management Techniques and Applications

Ch 14: Chapter Objectives

Ch 14: Introduction

14-1: Why Practice Risk Management?

14-2: Managing Market Risk

14-3: Managing Credit Risk

14-4: Other Types of Risks

14-5: Perspectives on Financial Risk Management

Ch 14: Summary

Ch 14: Key Terms

Ch 14: Further Reading

Ch 14: Concepts Checks

Ch 14: Questions and Problems

Ch 15: Managing Risk in an Organization

Ch 15: Chapter Objectives

Ch 15: Introduction

15-1: The Structure of the Risk Management Industry

15-2: Organizing the Risk Management Function in a Company

15-3: Risk Management Accounting

15-4: Risk Management Industry Standards

15-5: Responsibilities of Senior Management

Ch 15: Summary

Ch 15: Key Terms

Ch 15: Further Reading

Ch 15: Concepts Checks

Ch 15: Questions and Problems

Appendix A: Solutions to Concept Checks

Glossary

Index