Bibliography for Risk Management and Derivative Securities BETA

1.

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

2.

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

3.

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

4.

McDonald, R. L. Derivatives markets. (Pearson Education Limited, 2014).

5.

Servaes, H., Tamayo, A. & Tufano, P. The Theory and Practice of Corporate Risk Management*. Journal of Applied Corporate Finance 21, 60–78 (2009).

6.

Lien, D. A note on the superiority of the OLS hedge ratio. Journal of Futures Markets 25, 1121–1126 (2005).

7.

Stulz, R. M. Rethinking risk management. Journal of Applied Corporate Finance 9, 8–25 (1996).

8.

Triantis, A. J. Real Options and Corporate Risk Management. Journal of Applied Corporate Finance 13, 64–73 (2000).

9.

Brown, G. W. & Toft, K. B. How Firms Should Hedge. The Review of Financial Studies 15, (2002).