Derivatives and risk management

By:

Janakiramanan, Sundaram

Material type: Text

TextPublication details: Pearson India Education Services Pvt. Ltd. New Delhi 2022Edition: 2ndDescription: xxxvi, 504 pISBN:

9789354494703

Subject(s):

DDC classification:

332.645 JAN

Summary: Targeted at postgraduate students of commerce, finance and management, Derivatives and Risk Management blends theory, problems, and cases to introduce the basic concepts in lucid, engaging manner. The comprehensive coverage of fundamentals along with liberal use of examples to explain concepts makes it the perfect textbook. It will also be of use to fund managers, risk-management specialists, treasury managers, students taking the CFA examinations and anyone who wants to understand the derivatives market in India.

List(s) this item appears in: Finance & Accounting | Operation & quantitative Techniques

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Finance & Accounting	332.645 JAN (Browse shelf(Opens below))	1	Available		002332

Table of Content
1 Introduction 2 Forward Contracts 3 Futures Contracts 4 Hedging Strategies Using Futures 5 Single Stock Futures and Stock Index Futures 6 Interest Rate Futures 7 Currency Futures 8 Interest Rate and Currency Swaps 9 Fundamentals of Options 10 Call and Put Options 11 Combinations of Options: Trading Strategies 12 Put-Call Parity 13 The Binomial Options Pricing Model 14 The Black-Scholes Options Pricing Model 15 Currency Options, Interest Rate Options and Options on Futures 16 Value-at-risk ONLINE CHAPTERS S1 The Derivatives Market in India S2 Interest Rates S3 Greeks in Options S4 Exotic Options S5 Credit Derivatives S6 Cryptocurrency Derivatives and Contracts for Differences

Targeted at postgraduate students of commerce, finance and management, Derivatives and Risk Management blends theory, problems, and cases to introduce the basic concepts in lucid, engaging manner. The comprehensive coverage of fundamentals along with liberal use of examples to explain concepts makes it the perfect textbook. It will also be of use to fund managers, risk-management specialists, treasury managers, students taking the CFA examinations and anyone who wants to understand the derivatives market in India.

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