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 Sep;21(4):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 Nov;25(11):1121–6. doi:10.1002/fut.20172

7.

Stulz RM. Rethinking risk management. Journal of Applied Corporate Finance. 1996 Sep;9(3):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 Jun;13(2):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 [Internet]. 2002;15(4). Available from: https://login.uofglasgow.idm.oclc.org/login?url=https://www.jstor.org/stable/1262698