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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
