Bibliography for Risk Management and Derivative Securities BETA

1.

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

2.

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

3.

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

4.

McDonald, R.L.: Derivatives markets. Pearson Education Limited, Harlow, Essex (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). https://doi.org/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. 25, 1121–1126 (2005). https://doi.org/10.1002/fut.20172.

7.

Stulz, R.M.: Rethinking risk management. Journal of Applied Corporate Finance. 9, 8–25 (1996). https://doi.org/10.1111/j.1745-6622.1996.tb00295.x.

8.

Triantis, A.J.: Real Options and Corporate Risk Management. Journal of Applied Corporate Finance. 13, 64–73 (2000). https://doi.org/10.1111/j.1745-6622.2000.tb00054.x.

9.

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