Prof. dr hab. Zenon Marciniak
FINANCIAL RISK MANAGEMENT AND DERIVATIVES [235221-0345]
Lectures and teaching notes sufficiently cover all lectures and problems for the course. The following
books may also be useful, for reference or additional reading:
1. D.M. Chance, R. Brooks, An introduction to derivatives and risk management, Australia: South-Western, Cengage
2. S. Allen, Financial risk management: a practitioner's guide to managing market and credit risk, John
Wiley & Sons, 2013.
3. R.K. Sundaram, S.R. Das, Derivatives: Principles and Practice, McGraw-Hill 2011.
1. Don Chance, Analysis of Derivatives for the CFA Program, AIMR, 2003.
2. Kolb R.W., Futures, Options, and Swaps,Blackwell Business, 1997.
3. Clarke R.G., Options and Futures, Tutorial, 1992
4. Brown K.C., Smith D.J., Interest Rate and Currency Swaps, The Research Foundation of Chartered Financial Analysts, 1995.