Bibliography for Risk Management and Derivative Securities BETA

1

Hull J, Hull J. Options, futures, and other derivatives. Tenth Edition. New York, NY: : Pearson Education, Inc 2018.

2

Chance DM, Brooks RE. An introduction to derivatives and risk management. 10th edition. Australia: : Brooks/Cole 2015.

3

Kolb RW, Overdahl JA. Futures, options, and swaps. 5th ed. Malden, MA: : Blackwell Pub 2007.

4

McDonald RL. Derivatives markets. 3rd ed., new int. ed. Harlow, Essex: : 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;21:60–78. 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;25:1121–6. doi:10.1002/fut.20172

7

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

8

Triantis AJ. Real Options and Corporate Risk Management. Journal of Applied Corporate Finance 2000;13:64–73. 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.https://ezproxy.lib.gla.ac.uk/login?url=https://www.jstor.org/stable/1262698