DERIVATIVES, VALUATION AND RISK MANAGEMENT DUBOFSKY D.A. MILLER T.W. Bankowa.pl

Written in a clear and concise style to ensure that students can understand this difficult area

Thorough explanation of how to price, value and use derivatives

Deals with the four primary types of derivative contracts

Includes analysis of computer software used by derivatives professionals

This textbook deals with the four primary types of derivative contracts: forwards, futures, swaps, and options. It avoids extensive and difficult mathematics, and instead focuses more on intuitive understanding on how to value each contract, and how to compute the relevant price. In addition it shows how each contract can be used to manage financial risk.

Readership: For students taking a course in risk management.

David A. Dubofsky, Virginia Commonwealth University, and Thomas W. Miller, Department of Finance, College of Business and Public Administration, University of Missouri, Columbia, MO

Contents

Part One: Introduction to Derivatives and Risk Management

1 An Overview of Derivative Contracts

2 Risk and Risk Management

Part Two: 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 Features

Part Three: Swaps

11 An Introduction to Swaps

12 Using Swaps to Manage Risk

13 Pricing and Valuing Swaps

Part Four: 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 Risk Management for Using Options

Part Five: Derivative Frontiers

20 Current Topics in Risk Management

646 pages

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