Essays in Derivatives Risk-Transfer Tools and Topics Made Easy
by Chance, Don M.Edition: 2nd
Format: Hardcover
Pub. Date: 2008-06-10
Publisher(s): Wiley
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Summary
In the updated second edition of Don Chance's well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Author Biography
DON M. CHANCE holds the William H. Wright Jr. Endowed Chair for Financial Services at the E. J. Ourso College of Business Administration at Louisiana State University. He was formerly the First Union Professor of Financial Risk Management at the Pamplin College of Business at Virginia Tech. Prior to his academic career, Chance worked for a large southeastern bank. Professor Chance has had numerous articles published in academic and practitioner journals, is often quoted in the media, and has an extensive consulting practice. He holds a PhD in finance from LSU and is a CFA charterholder.
Table of Contents
| Preface To The New Edition | |
| Preface | |
| Derivatives And Their Markets | |
| The Structure Of Derivative Markets | |
| A Brief History Of Derivatives | |
| Why Derivatives? | |
| Forward Contracts And Futures Contracts | |
| Options | |
| Swaps | |
| Types Of Risks | |
| The Basic Instruments | |
| Interest Rate Derivatives: Fras And Options | |
| Interest Rate Derivatives: Swaps | |
| Currency Swaps | |
| Structured Notes | |
| Securitized Instruments | |
| Equity Swaps | |
| Equity-Linked Debt | |
| Commodity Swaps | |
| American Versus European Options | |
| Swaptions | |
| Credit Derivatives | |
| Volatility Derivatives | |
| Weather And Environmental Derivatives | |
| Derivative Pricing | |
| Forward And Futures Pricing | |
| Put-Call Parity For European Options On Assets | |
| Put-Call Parity For American Options On Assets | |
| Call Options As Insurance And Margin | |
| A Nontechnical Introduction To Brownian Motion | |
| Building A Model Of Brownian Motion In The Stock Market | |
| Option Pricing: The Black-Scholes-Merton Model | |
| Option Pricing: The Binomial Model | |
| Option Pricing: Numerical Methods | |
| Dynamic Option Replication | |
| Risk-Neutral Pricing Of Derivatives: I | |
| Risk-Neutral Pricing Of Derivatives: II | |
| It's All Greek To Me | |
| Implied Volatility | |
| American Call Option Pricing | |
| American Put Option Pricing | |
| Swap Pricing | |
| Derivative Strategies | |
| Asset Allocation With Derivatives | |
| Protective Puts And Portfolio Insurance | |
| Misconceptions About Covered Call Writing | |
| Hedge Funds And Other Privately Managed Accounts | |
| Spreads, Collars, And Prepaid Forwards | |
| Box Spreads | |
| Exotic Instruments | |
| Barrier Options | |
| Straddles And Chooser Options | |
| Compound And Installment Options | |
| Digital Options | |
| Geographic Options | |
| Multi-Asset Options | |
| Range Forwards And Break Forwards | |
| Lookback Options | |
| Deferred Start And Contingent Premium Options | |
| Fixed Income Securities And Derivatives | |
| Duration | |
| Limitations Of Duration And The Concept Of Convexity | |
| The Term Structure Of Interest Rates | |
| Theories Of The Term Structure: I | |
| Theories Of The Term Structure: II | |
| Simple Models Of The Term Structure | |
| No-Arbitrage Models Of The Term Structure | |
| Tree Pricing Of Bond And Interest Rate Derivatives: I | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: II | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: III | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: IV | |
| Tree Pricing Of Bonds And Interest Rate Derivatives: V | |
| Other Topics And Issues | |
| Stock Options | |
| Value At Risk | |
| Stock As An Option | |
| The Credit Risk Of Derivatives | |
| Operational Risk | |
| Risk Management In An Organization | |
| Accounting And Disclosure Of Derivatives | |
| Worst Practices In Derivatives | |
| Best Practices In Derivatives | |
| Recommended Reading | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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