Managing Market Risk in Resource Industries

Futures and Options Markets– an Introduction” by Colin A. Carter, prentice hall. “Options, Futures, and Other Derivatives,” 7th Edition [OR EARLIER EDITIONS], John Hull, Prentice Hall Finance Series, 2008 (ISBN 0-13-149908-4)

Carter: pp. 7-27. skim 28-55 Kolb (pp. 84-100): Hull. 1997. Options Futures and Other Derivatives 3rd Edition. (Starts p. 112). Sections 2.1

Leuthold, R., J. Junkus and J. Cordier. . Chs. 1,2 and 4. (In REES Reading Room Reserve) Alberta Agriculture Marketing Manual - Marketing Principles Managing Farm Business Risk. Ch.1, 2. Hull 1998 or 2002. Ch. 1,7

Course Pack Wilmott. 2001. Chapter 1 Paul Wilmott Introduces Quantitative Finance. (starts p 57. Focus on Section 1.9. Look at earlier sections for some math background) Kolb. Chapter 4 pp. 100-108. Hull. 1997. Options Futures and Other Derivatives 3rd Edition. Section 2.9 (starts p 131)

Course Pack Leuthold et al. Chapter 8 (starts p142): Commodity Futures Hedging Hull. 1997. Options Futures and Other Derivatives 3rd Edition. (starts p. 127) Chapter

Wilmott, P. 2000. (starts p 373) Chapter 2: Derivatives in Paul Wilmott on Quantitative Finance. John Wiley and Sons

Tompkins, R.G. 1994. (starts p 402)Chapter 1: The Basics of Options in Options Analysis Revised Edition. Macmillan Press

Tompkins, R.G. 1994. (starts p. 424) Chapter 2: Basic Concepts in Options Pricing in Options Analysis Revised Edition. (Has Black-Scholes Formula, volatility)

Chriss, N.A. 1997. (starts p. 480) Hedge Parameters pp. 162,180-181 in Black-Scholes and Beyond: Option Pricing Models. (summarizes the "Greeks")

Tompkins, R.G. 1994. (starts p. 456) Chapter 3: Advanced Concepts in Options Pricing. Pp. 55-76 in Options Analysis Revised Edition. (Black model, discussion of the "Greeks

Hull, J.C. 2002. (starts p. 484) Chapter 10: Introduction to Binomial Trees in Fundamentals of Futures and Options Markets. Fourth Edition. Prentice Hall

Hull, J.C. 2002. Chapter 17:(starts p 498) Valuation Using Binomial Trees. Pp. 354-363 in Fundamentals of Futures and Options Markets. Fourth Edition. Prentice Hall

Schwager, J.D. 1995. Part Two Fundamental Analysis. (p. 182-229) Chapters 3, 4 and 5. in Schwager on Futures. Fundamental Analysis. John Wiley and Sons

Gary, B. 1995. (starts p 231) Chapter 22: Forecasting Cattle Prices. In J.D. Schwager (ed). Schwager on Futures. Fundamental Analysis. John Wiley and Sons

Rothman, M.S. 1995. (starts p. 249) Chapter 27: Forecasting Crude Oil Prices. In J.D. Schwager (ed). Schwager on Futures. Fundamental Analysis. John Wiley and Sons

Schwager, J.D. 1996. (starts p. 261) Chapter 2: Types of Charts. In J.D. Schwager (ed). Schwager on Futures. Technical Analysis. John Wiley and Sons

Schwager, J.D. 1996. (starts p 273) Chapter 3: Trends. 1995. In J.D. Schwager (ed). Schwager on Futures. Technical Analysis. John Wiley and Sons

Schwager, J.D. 1996. (starts p. 306) Chapter 5: Support and Resistance. Pp 64-71 in J.D. Schwager (ed). Schwager on Futures. Technical Analysis. John Wiley and Sons

Das, S. 1994. (starts p. 315) Chapter 16: Commodity Swaps and Related Derivatives in Swap and Derivative Financing. Revised Edition. Irwin Professional Publishing

Corbally, M. and P. Dang. 2002. (starts p. 509) Chapter 6: Underlying Markets and Indexes. In E. Banks (ed.) Weather Risk Management: Markets, Products and Applications. Palgrave

Corbally, M. and P. Dang. 2002. (starts p. 528) Chapter 7: Risk Products. In E. Banks (ed.) Weather Risk Management: Markets, Products and Applications. Palgrave

Turvey, C.G. 2001. (starts p. 557) Weather Derivatives for Specific Event Risks in Agriculture. Review of Agricultural Economics. 23(2) 333-351

Ward, C.E. (2000w). A Review of Causes for and Consequences of Economic Concentration in the U.S. Meatpacking Industry. Current Agriculture, Food & Resource Issues 3/2002: 1

Hull, J.C. 1998. Introduction to Futures and Options Markets 3rd Edition. Prentice Hall. (Note that the 4th edition is referenced in the course pack)

Course Pack: Miller: pp 1-5 Carter: pp. 7-27. skim 28-55 Kolb (pp. 84-100): Hull. 1997. Options Futures and Other Derivatives 3rd Edition. (Starts p. 112). Sections 2.1- 2.8, 2.12 Other Readings: Purcell Ch. 1. (Purcell in Rural Economy Reading Room Reserve) Leuthold, R., J. Junkus and J. Cordier. . Chs. 1,2 and 4. (In Rural Economy Reading Room Reserve) Alberta Agriculture Marketing Manual - Marketing Principles Managing Farm Business Risk. Ch.1, 2. Hull 1998 or 2002. Ch. 1,7

Course Pack Wilmott. 2001. Chapter 1 Paul Wilmott Introduces Quantitative Finance. (starts p 57. Focus on Section 1.9. Look at earlier sections for some math background) Kolb. Chapter 4 pp. 100-108. Hull. 1997. Options Futures and Other Derivatives 3rd Edition. Section 2.9 (starts p 131)

Course Pack Leuthold et al. Chapter 8 (starts p142): Commodity Futures Hedging Hull. 1997. Options Futures and Other Derivatives 3rd Edition. (starts p. 127) Chapter

Course Pack Schwager, J.D. 1995. Part Two Fundamental Analysis. (p. 182-229) Chapters 3, 4 and 5. in Schwager on Futures. Fundamental Analysis. John Wiley and Sons. Gary, B. 1995. (starts p 231) Chapter 22: Forecasting Cattle Prices. In J.D. Schwager (ed). Schwager on Futures. Fundamental Analysis. John Wiley and Sons. Rothman, M.S. 1995. (starts p. 249) Chapter 27: Forecasting Crude Oil Prices. In J.D. Schwager (ed). Schwager on Futures. Fundamental Analysis. John Wiley and Sons

Course Pack Schwager, J.D. 1996. (starts p. 261) Chapter 2: Types of Charts. In J.D. Schwager (ed). Schwager on Futures. Technical Analysis. John Wiley and Sons. Schwager, J.D. 1996. (starts p 273) Chapter 3: Trends. 1995. In J.D. Schwager (ed). Schwager on Futures. Technical Analysis. John Wiley and Sons

Schwager, J.D. 1996. (starts p. 306) Chapter 5: Support and Resistance. Pp 64-71 in J.D. Schwager (ed). Schwager on Futures. Technical Analysis. John Wiley and Sons

Course Pack Das, S. 1994. (starts p. 315) Chapter 16: Commodity Swaps and Related Derivatives in Swap and Derivative Financing. Revised Edition. Irwin Professional Publishing. Other Readings Hull. 1998 or 2002. Ch. 6: Swaps. (Hull only discusses currency and interest rate swaps.) Kolb. Chapter 20: The Swaps Market: Introduction (Kolb discusses Currency and Interest rate swaps. Chapters 21 and 22 go into more depth in financial swaps)

Course Pack: Wilmott, P. 2000. (starts p 373) Chapter 2: Derivatives in Paul Wilmott on Quantitative Finance. John Wiley and Sons. Tompkins, R.G. 1994. (starts p 402)Chapter 1: The Basics of Options in Options Analysis Revised Edition. Macmillan Press. Tompkins, R.G. 1994. (starts p. 424) Chapter 2: Basic Concepts in Options Pricing in Options Analysis Revised Edition. (Has Black-Scholes Formula, volatility) Chriss, N.A. 1997. (starts p. 480) Hedge Parameters pp. 162,180-181 in Black-Scholes and Beyond: Option Pricing Models. (summarizes the "Greeks") Tompkins, R.G. 1994. (starts p. 456) Chapter 3: Advanced Concepts in Options Pricing. Pp. 55-76 in Options Analysis Revised Edition. (Black model, discussion of the "Greeks"

Hull, J.C. 2002. (starts p. 484) Chapter 10: Introduction to Binomial Trees in Fundamentals of Futures and Options Markets. Fourth Edition. Prentice Hall. Hull, J.C. 2002. Chapter 17:(starts p 498) Valuation Using Binomial Trees. Pp. 354-363 in Fundamentals of Futures and Options Markets. Fourth Edition. Prentice Hall

Course Pack Corbally, M. and P. Dang. 2002. (starts p. 509) Chapter 6: Underlying Markets and Indexes. In E. Banks (ed.) Weather Risk Management: Markets, Products and Applications. Palgrave. Corbally, M. and P. Dang. 2002. (starts p. 528) Chapter 7: Risk Products. In E. Banks (ed.) Weather Risk Management: Markets, Products and Applications. Palgrave. Turvey, C.G. 2001. (starts p. 557) Weather Derivatives for Specific Event Risks in Agriculture. Review of Agricultural Economics. 23(2) 333-351

Other Readings Ward, C.E. (2000w). A Review of Causes for and Consequences of Economic Concentration in the U.S. Meatpacking Industry. Current Agriculture, Food & Resource Issues 3/2002: 1