Derivatives: Valuation and Risk Management - Hardcover

Dubofsky; Miller

Hardcover

ISBN 10: 0195114701 ISBN 13: 9780195114706

Publisher: Oxford University Press Inc, 2002

Synopsis

This new project will draw heavily on the author's previous work on derivative securities (published by McGraw-Hill): Options and Financial Futures. Because of increasing interest in the use (and misuse) of derivative securities in portfolio management, new courses have emerged that are called "risk management," but are primarily based on valuation and application of derivatives. Derivatives: Valuation and Risk Management will be reorganized in three parts: 1) Introduction to the securities and their use, 2) pricing of futures, swaps (new) and options, 3) using derivative securities to manage risk. It will be used in courses called "future and options" or "derivative securities" but will expand primarily into courses called "risk management" for which there is only one book, Smithson/Smith/Wilford: Managing Financial Risk (Irwin 1996). The author will prepare an Instructor's Manual (CRC) and a diskette on risk management. While we expect professional sales for the book, its primary market is for college courses, at the high end of the undergraduate and in MBA programs.

About this title

Book Description

Appealing to students and finance practitioners alike, this text presents the four primary derivative contracts: forwards, futures, swaps and options, and shows how each of these can be used effectively to manage financial price risk.

Edition details

• Publisher: Oxford University Press Inc
• Publication date: 2002
• Language: English
• ISBN 10: 0195114701
• ISBN 13: 9780195114706
• Binding: Hardcover
• Number of pages: 672