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FNCE 6660 Derivatives and Risk: Welcome & Course Readings

Welcome to your course guide

Please find your required library readings below. If you have problems with the links below, please contact the Library. If you have APA questions about these materials, please contact the Writing Center.

FNCE 6660 Course Readings

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Please Ask a Librarian if you have any questions about the links.

Barry, J. M., Hatfield, J. W., & Kominers, S. D. (2013). On derivatives markets and social welfare: A theory of empty voting and hidden ownership. Virginia Law Review, 99(6), 1103–1167. 

Batten, J. A., Khaw, K. L., & Young, M. R. (2014). Convertible bond pricing models. Journal of Economic Surveys, 28(5), 775–803. 

Chance, D. M. (2006). A hedging deficiency in Eurodollar futures. Journal of Futures Markets, 26(2), 189–207. 

Chance, D. M. (2007). Reply to “A comment on 'A hedging deficiency in Eurodollar futures.’” Journal of Futures Markets, 27(2), 195–201. doi:10.1002/fut.20254

Cifuentes, A., & Pagnoncelli, B. K. (2014). Demystifying credit risk derivatives and securitization: Introducing the basic ideas to undergraduates. Journal of Derivatives, 22(2), 110–118. 

Dow III, B. L., & Kunz, D. (2012). Interest rate swaps at Hologen Inc. Journal of the International Academy for Case Studies, 18(3), 117–124. 

Ehrenfeld, J. (2016). Global securities reporting: Industry trends, challenges and future perspectives. Journal of Securities Operations & Custody, 8(2), 151–156. 

Hoque, A. (2013, January). Efficiency of the currency options market during the global financial crisis. Paper presented at the 3rd Annual International Conference on Accounting & Finance, Bangkok, Thailand. doi:10.5176/2251-1997_AF13.75

Kawaller, I. G. (2007). A comment on “A hedging deficiency in Eurodollar futures.” Journal of Futures Markets, 27(2), 187–193. doi:10.1002/fut.20253

Korkeamaki, T., & Michael, T. B. (2013). Where are they now? An analysis of the life cycle of convertible bonds. Financial Review, 48(3), 489–509. 

Mathews, N., & Robison, J. (2016). Regulating automated trading in derivatives: An overview of the CFTC's proposed Regulation AT. Journal of Taxation & Regulation of Financial Institutions, 29(5), 31–40. 

Orosi, G. (2015). A simple derivation of risk-neutral probability in the binomial option pricing model. International Journal of Mathematical Education in Science and Technology, 46(1), 142–147. doi:10.1080/0020739X.2014.936979

Schrand, C. M. (1998). Discussion: “Who uses interest rate swaps? A cross-sectional analysis.” Journal of Accounting, Auditing & Finance, 13(3), 201–205. 

Other Readings

Optional or supplemental readings may or may not be available in the library. Find further information about optional readings here.

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