TAILIEUCHUNG - Ebook An introduction to derivatives and risk management (10th edition): Part 1

(BQ) Part 1 book "An introduction to derivatives and risk management" has contents: Structure of derivatives markets, principles of option pricing, option pricing models - the binomial model, option pricing models - the black scholes merton model, basic option strategies, advanced option strategies. | Find more at Chance Brooks An Introduction to Don M. Chance & Robert Brooks An Introduction to 10th Edition Derivatives and Risk Management Derivatives and Risk Management An Introduction to Derivatives and Risk Management 10th Edition To register or access your online learning solution or purchase materials for your course, visit . 10th Edition Don M. Chance & Robert Brooks Find more at An Introduction to Derivatives and Risk Management Louisiana State University University of Alabama Australia • Brazil • Mexico • Singapore • United Kingdom • United States Find more at An Introduction to Derivatives and Risk Management, 10th Edition Don M. Chance and Robert Brooks Vice President, General Manager, Science, Math & Quantitative Business: Balraj Kalsi Product Director: Joe Sabatino Product Manager: Clara Goosman Content Developer: Kendra Brown © 2016, 2013 Cengage Learning WCN: 01-100-101 ALL RIGHTS RESERVED. No part of this work covered by the copyright herein may be reproduced, transmitted, stored, or used in any form or by any means graphic, electronic, or mechanical, including but not limited to photocopying, recording, scanning, digitizing, taping, Web distribution, information networks, or information storage and retrieval systems, except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without the prior written permission of the publisher. Senior Product Assistant: Adele Scholtz Marketing Director: Natalie King Marketing Manager: Heather Mooney Senior Marketing Coordinator: Eileen Corcoran Art and Cover Direction, Production Management, and Composition: Lumina Datamatics, Inc. Associate Media Developer: Mark Hopkinson Intellectual Property Analyst: Christina Ciaramella Project Manager: Anne Sheroff Manufacturing Planner: Kevin Kluck For product information and technology assistance, contact us at Cengage Learning Customer &

• Kinh tế học
• An introduction to derivatives
• Risk management
• Structure of derivatives markets
• Option pricing
• Option pricing models
• The binomial model
• Option pricing models
• Basic option strategies
• Advanced option strategies
• The derivatives world
• Lecture Derivatives
• Types of derivatives
• Uses of derivatives
• Effective study of derivatives
• Categories of derivatives
• Learning management system
• Financial derivatives
• Lecture Financial derivatives
• Derivatives markets
• Forward contracts
• Interest rate forwards
• Advanced derivatives
• Managing risk
• Financial risk management techniques
• Futures hedging
• Target strategies
• Option greeks
• Delta neutrality
• Dynamic hedging
• Principal option pricing derivatives
• Forward Price
• Futures Contracts
• Stock options
• Options trade
• Option premium
• Call options
• Protective put
• Synthetic options
• Short sale
• Option combinations
• Nonstandard spreads
• Combined call writing
• Margin considerations
• Free lunches
• Call price
• Put price
• Interest rate
• Black scholes option pricing model
• Striking price
• Stock price
• The futures market
• Market mechanics
• Market participants
• Stock index futures
• Stock indexes
• Foreign exchange futures
• Foreign exchange risk
• Forward rates
• Foreign currency futures
• Interest rate futures
• Treasury bills
• Characteristics of eurodollars
• Portfolio management
• Bond risks
• Duration matching
• Swap price
• Currency swap
• Off market swap
• Option contracts
• Derivative assets
• Futures options
• Pricing futures options
• Implied volatility
• Financial engineering
• Gamma risk
• Managing market risk
• Contemporary issues
• Long term capital management
• Program trading
• Value at risk