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DERIVATIVES, VALUATION AND RISK MANAGEMENTDUBOFSKY D.A. MILLER T.W.wydawnictwo: OXFORD, 2003, wydanie Icena netto: 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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