Chapter 1: Introduction Chapter 2: Investors, Derivatives, and Risk Management Chapter 3: Creating value with risk management Chapter 4: An integrated approach to risk management Chapter 5: Forward and futures contracts Chapter 6: Risk measures and optimal hedges with forward and futures contracts Chapter 7: Hedging costs and the portfolio approach to hedging Chapter 8: Identifying and managing cash flow exposures Chapter 9: Measuring and managing interest rate risks Chapter 10: Options, downside risk, and nonlinear exposures Chapter 11: The binomial model and dynamic hedging strategies Chapter 12: The Black-Scholes model Chapter 13: Risk measurement and risk management with nonlinear payoffs Chapter 14: Options on bonds and interest rates Chapter 15: The demand and supply for derivative products Chapter 16: Swaps Chapter 17: Using Exotic Options Chapter 18: Credit risks and credit derivatives |