Bibliography for Risk Management and Derivative Securities BETA

1.

Hull J, Hull J. Options, Futures, and Other Derivatives. Tenth Edition. Pearson Education, Inc; 2018.

2.

Chance DM, Brooks RE. An Introduction to Derivatives and Risk Management. 10th edition. Brooks/Cole; 2015.

3.

Kolb RW, Overdahl JA. Futures, Options, and Swaps. 5th ed. Blackwell Pub; 2007.

4.

McDonald RL. Derivatives Markets. 3rd ed., new int. ed. Pearson Education Limited; 2014.

5.

Servaes H, Tamayo A, Tufano P. The Theory and Practice of Corporate Risk Management*. Journal of Applied Corporate Finance. 2009;21(4):60-78. doi:10.1111/j.1745-6622.2009.00250.x

6.

Lien D. A note on the superiority of the OLS hedge ratio. Journal of Futures Markets. 2005;25(11):1121-1126. doi:10.1002/fut.20172

7.

Stulz RM. Rethinking risk management. Journal of Applied Corporate Finance. 1996;9(3):8-25. doi:10.1111/j.1745-6622.1996.tb00295.x

8.

Triantis AJ. Real Options and Corporate Risk Management. Journal of Applied Corporate Finance. 2000;13(2):64-73. doi:10.1111/j.1745-6622.2000.tb00054.x

9.

Brown GW, Toft KB. How Firms Should Hedge. The Review of Financial Studies. 2002;15(4). https://ezproxy.lib.gla.ac.uk/login?url=https://www.jstor.org/stable/1262698