Derivatives valuation and risk management
/ David Dubofsky and Thomas W. Miller
- New York : Oxford University Press, 2003
- xxv, 646 p. : ill. ; 25 cm
pt. 1. Introduction to Derivatives and Risk Management 1. An Overview of Derivative Contracts 2. Risk and Risk Management pt. 2. 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 Futures pt. 3. Swaps 11. An Introduction to Swaps 12. Using Swaps to Manage Risk 13. Pricing and Valuing Swaps pt. 4. 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. Using Options for Risk Management pt. 5. Derivative Frontiers 20. Current Topics in Risk Management
"Derivatives: Valuation and Risk Management, by David A. Dubofsky and Thomas W. Miller, Jr., enables students to acquire a strong working knowledge and thorough understanding of the rapidly growing field of financial derivatives. Students will learn essential risk management skills, such as how markets in these securities can be used to shift risk away from or toward the user. With the purchase of this book, students will also have the unique opportunity to utilize Fincad XL-Dubofsky/Miller Edition, a limited version of FinancialCAD's comprehensive derivatives valuation toolkit, Fincad XL. The book features many examples using FinancialCAD's industry-leading package, affording students the chance to develop "real life" skills and helping business school students gain a competitive edge in the job market. Derivatives: Valuation and Risk Management is ideal for both undergraduate and graduate classes on derivatives, financial risk management, futures, or options. Fincad XL is a software product currently used by thousands of financial practitioners and companies worldwide." -- Publisher