Bibliography for Risk Management and Derivative Securities BETA

Brown, Gregory W., and Klaus B. Toft. 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, Don M., and Robert Edwin Brooks. 2015. An Introduction to Derivatives and Risk Management. 10th edition. Australia: Brooks/Cole.

Hull, John, and John Hull. 2018. Options, Futures, and Other Derivatives. Tenth Edition. New York, NY: Pearson Education, Inc.

Kolb, Robert W., and James A. Overdahl. 2007. Futures, Options, and Swaps. 5th ed. Malden, MA: Blackwell Pub.

Lien, Donald. 2005. ‘A Note on the Superiority of the OLS Hedge Ratio’. Journal of Futures Markets 25 (11): 1121–26. https://doi.org/10.1002/fut.20172.

McDonald, Robert L. 2014. Derivatives Markets. 3rd ed., new Int. ed. Harlow, Essex: Pearson Education Limited.

Servaes, Henri, Ane Tamayo, and Peter Tufano. 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, Rene 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, Alexander 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.