Bibliography for Risk Management and Derivative Securities BETA

Brown, Gregory W., and Klaus B. Toft. ‘How Firms Should Hedge’. The Review of Financial Studies 15.4 (2002): n. pag. Web. <https://ezproxy.lib.gla.ac.uk/login?url=https://www.jstor.org/stable/1262698>.

Chance, Don M., and Robert Edwin Brooks. An Introduction to Derivatives and Risk Management. 10th edition. Australia: Brooks/Cole, 2015. Print.

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

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

Lien, Donald. ‘A Note on the Superiority of the OLS Hedge Ratio’. Journal of Futures Markets 25.11 (2005): 1121–1126. Web.

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

Servaes, Henri, Ane Tamayo, and Peter Tufano. ‘The Theory and Practice of Corporate Risk Management*’. Journal of Applied Corporate Finance 21.4 (2009): 60–78. Web.

Stulz, Rene M. ‘Rethinking Risk Management’. Journal of Applied Corporate Finance 9.3 (1996): 8–25. Web.

Triantis, Alexander J. ‘Real Options and Corporate Risk Management’. Journal of Applied Corporate Finance 13.2 (2000): 64–73. Web.