000 01787nam a22002177a 4500
005 20240813190906.0
008 220328b ||||| |||| 00| 0 eng d
020 _a9789354494703
082 _a332.645
_bJAN
100 _aJanakiramanan, Sundaram
_95022
245 _aDerivatives and risk management
250 _a2nd
260 _bPearson India Education Services Pvt. Ltd.
_aNew Delhi
_c2022
300 _axxxvi, 504 p.
365 _aINR
_b750.00
504 _aTable 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
520 _aTargeted 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.
650 _aDerivatives
_96161
650 _aRisk management
942 _2ddc
_cBK
999 _c2124
_d2124