Bibliography for Risk Management and Derivative Securities BETA

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

Chance, D. M., & Brooks, R. E. (2015). An introduction to derivatives and risk management (10th edition). Brooks/Cole.

Hull, J., & Hull, J. (2018). Options, futures, and other derivatives (Tenth Edition). Pearson Education, Inc.

Kolb, R. W., & Overdahl, J. A. (2007). Futures, options, and swaps (5th ed). Blackwell Pub.

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

McDonald, R. L. (2014). Derivatives markets (3rd ed., new int. ed). Pearson Education Limited.

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

Stulz, R. M. (1996). Rethinking risk management. Journal of Applied Corporate Finance, 9(3), 8–25. https://doi.org/10.1111/j.1745-6622.1996.tb00295.x

Triantis, A. J. (2000). Real Options and Corporate Risk Management. Journal of Applied Corporate Finance, 13(2), 64–73. https://doi.org/10.1111/j.1745-6622.2000.tb00054.x