Derivatives valuation and risk management / David Dubofsky and Thomas W. Miller

By:

Dubofsky, David

Contributor(s):

Miller, Thomas W

Material type: Text

TextPublication details: New York : Oxford University Press, 2003Description: xxv, 646 p. : ill. ; 25 cmISBN:

9780195683813

Subject(s):

Risk Management

DDC classification:

332.632 DUB

Contents:

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

Summary: "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

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Date due	Barcode	Item holds
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.632 DUB (Browse shelf(Opens below))	1	Available		0065643
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.632 DUB (Browse shelf(Opens below))	2	Available		0065642

Total holds: 0

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

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