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Derivatives and risk management Basics : Don M. Chance & Robert Brooks

By: Contributor(s): Material type: TextTextLanguage: English Series: ICFA continuing education ; 1998, no. 3Publication details: New Delhi : Cengage Learning, c2008.Description: vii, 562 p. : ill. ; 24 cmISBN:
  • 9788131505168
Subject(s): DDC classification:
  • 657.7 21 CHD 2008
Contents:
Overview -- Derivatives in equity portfolios / Joanne M. Hill -- Derivatives in fixed-income portfolios / Don M. Chance -- Derivatives for international investing / Thomas S.Y. Ho -- Picturing volatility and correlation / John Zerolis -- Applying value-at-risk measures to derivatives / David C. Shimko -- Addressing derivatives risk / Maarten Nederlof.
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Holdings
Item type Current library Call number Status Date due Barcode
Books Books Eastern University Library General Stacks 657.7 CHD 2008 (Browse shelf(Opens below)) Available 10221

Includes index.

Overview -- Derivatives in equity portfolios / Joanne M. Hill -- Derivatives in fixed-income portfolios / Don M. Chance -- Derivatives for international investing / Thomas S.Y. Ho -- Picturing volatility and correlation / John Zerolis -- Applying value-at-risk measures to derivatives / David C. Shimko -- Addressing derivatives risk / Maarten Nederlof.

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Last Updated on 16 October 2024
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