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《衍生工具与风险管理》（英文版书名“Introduction to Derivatives and Risk Management”）涵盖了金融衍生工具的基本内容以及相应的风险管理知识，主要介绍了期权、远期、期货、互换等基础性金融衍生工具的基本知识、市场制度、定价原理和市场运用策略，并针对目前世界上应用最广泛、最重要的一类衍生产品——利率衍生工具进行了深入浅出的分析和介绍，最后专门从定量和定性两个角度讨论了相应的风险管理问题。 本书是衍生品的入门读物，也是一本在美国广受欢迎的金融工程教材。作者唐·钱斯（Don M. Chance）和罗伯特·布鲁克斯（Robert Brooks）都是美国研究金融衍生产品和风险管理的一流教授。全书不但详细介绍了基于金融资产的衍生品以及从事衍生品交易的机构和市场、衍生品定价方法和定价策略等，还有机地把所有知识点都尽可能地运用于实践，强调了理论在真实情况下的实践运用。 本书的主要特色是尽量少地用到数学，尽量多地用图片和表格解释，并且在策略和定价之间追求一种平衡。 本书的最新版是第十版，于2015年1月由CENGAGE Learning Custom Publishing出版，第九版有中文版，由机械工业出版社于2015年1月出版，丁志杰、谢蓉蓉、郭凯翻译。 作者简介 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. 目录 1. Introduction. 2. Derivatives Markets.
Part I: OPTIONS. 3. Principles of Options 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. Principles of Pricing Forwards, Futures, and Options on Futures. 9. Futures Arbitrage Strategies. 10. Hedging. 11. Swaps.
Part III: ADVANCED TOPICS. 12. Interest Rate Forwards and Options. 13. Advanced Derivatives and Strategies. 14. Financial Risk Management Techniques and Applications. 15. Managing Risk.
Appendix A: List of Important Formulas. Appendix B: References. Appendix C: Solutions to Concepts. Glossary. Index. 相关推荐（最近五期） 【经典推荐】金融机构管理——一种风险管理方法（安东尼·桑德斯、马西娅·米伦·科尼特） 【经典推荐】《风险管理与金融机构（第4版）》（约翰·赫尔教授作品）  微信号：Dr_CRO  |
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