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An Introduction to Derivatives and Risk Management, International Edition
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Table of Contents

1. Introduction. PART I Options. 2. Structure of Options Markets. 3. Principles of Option Pricing. 4. Option Pricing Models: The Binomial Model. 5. Option Pricing Models: The Black-Scholes-Merton Model. 6. Basic Option Strategies. 7. Advanced Option Strategies. PART II Forwards, Futures, and Swaps. 8. The Structure of Forward and Futures Markets. 9. Principles of Pricing Forwards, Futures, and Options on Futures. 10. Futures Arbitrage Strategies. 11. Forward and Futures Hedging, Spread, and Target Strategies. 12. Swaps. PART III Advanced Topics. 13. Interest Rate Forwards and Options. 14. Advanced Derivatives and Strategies. 15. Financial Risk Management Techniques and Applications. 16. Managing Risk in an Organization. Appendix A: List of Important Formulas. Appendix B: References. Appendix C: Solutions to Concept Checks. Glossary. Index.

About the Author

Don M. Chance, Ph.D., CFA, holds the James C. Flores Endowed Chair of MBA Studies and is Professor of Finance at the E.J. Ourso College of Business at Louisiana State University. He previously held the William H. Wright, Jr. Endowed Chair for Financial Services at LSU, and the First Union Professorship in Financial Risk Management at Virginia Tech. Prior to his academic career, he worked for a large southeastern bank. He has been a visiting scholar at the University of Adelaide (Australia), the University of Strathclyde (Scotland), the University of North Carolina at Chapel Hill, the Korea Advanced Institute for Science and Technology, and the University of Missouri at Kansas City. Dr. Chance is widely published in derivatives and risk management, as well as other areas of finance. He has published numerous articles in academic and practitioner journals and is the author of ESSAYS IN DERIVATIVES: RISK TRANSFER TOOLS AND TOPICS MADE EASY, 2e, and ANALYSIS OF DERIVATIVES FOR THE CFA PROGRAM. He has extensive experience conducting professional training programs, and his consulting practice (Omega Risk Advisors, LLC) serves companies, organizations, and law firms. Dr. Chance is also involved in the development and writing of the derivatives curriculum in the CFA program. Robert Brooks is the Wallace D. Malone, Jr. Endowed Chair of Financial Management at The University of Alabama; president of derivatives consulting firm Financial Risk Management, LLC (www.frmhelp.com); and founding partner of money management firm BlueCreek Investment Partners, LLC (www.bluecreekip.com). The author of numerous articles appearing in both academic and practitioner journals, Dr. Brooks has been quoted in THE WALL STREET JOURNAL, THE NEW YORK TIMES, BLOOMBERG NEWS, and THE BOND BUYER, as well as regional newspapers. He is the author of several books, including BUILDING FINANCIAL RISK MANAGEMENT APPLICATIONS WITH C++. Dr. Brooks has testified in a subcommittee hearing of the U.S. House of Representatives in Washington, D.C., as well as in a field hearing of the Securities and Exchange Commission in Birmingham, Alabama. He also has consulted with money managers, major public utilities, energy companies, auditing firms, corporations, investment bankers, elected municipal officials, and commercial bankers. In addition, Dr. Brooks conducts professional development seminars on various aspects of finance. He earned his B.S. in finance from Florida State University and his Ph.D. in finance from the University of Florida.

Reviews

PART I Options. 1. Introduction. 2. Structure of Options Markets. 3. Principles of Option Pricing. 4. Option Pricing Models: The Binomial Model. 5. Option Pricing Models: The Black-Scholes-Merton Model. 6. Basic Option Strategies. 7. Advanced Option Strategies. PART II Forwards, Futures, and Swaps. 8. The Structure of Forward and Futures Markets. 9. Principles of Pricing Forwards, Futures, and Options on Futures. 10. Futures Arbitrage Strategies. 11. Forward and Futures Hedging, Spread, and Target Strategies. 12. Swaps. PART III Advanced Topics. 13. Interest Rate Forwards and Options. 14. Advanced Derivatives and Strategies. 15. Financial Risk Management Techniques and Applications. 16. Managing Risk in an Organization. Appendix A: List of Formulas. Appendix B: References. Appendix C: Solutions to Concept Checks. Glossary. Index.

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