An introduction to derivatives and risk management
Material type:
TextPublication details: New Delhi Cengage Learning India Pvt. Ltd. 2019 Edition: 10thDescription: xvii, 610 pISBN: 9789353500511Subject(s): Risk management | Derivative securities | Futures market | Options (Finance)DDC classification: 332.6457 Summary: An Introduction to Derivatives and Risk Management is an ideal textbook to establish the foundation of financial derivatives and their uses in managing the risk. A perfect blend of theory and practice, this book aims to help readers navigate through the complex and ever-changing world of derivatives and risk management in an easy-to-follow style. A variety of real-time risk management practices, boxed inserts, end-of-chapter practical applications, and minimal use of technical mathematics make the text accessible and engaging. Detailed discussions about the derivatives markets and risk management practices in India, along with suitable examples, have also been incorporated.
Besides postgraduate students specializing in finance, this book with its application-oriented approach would also be useful for scholars, researchers and practitioners.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Book
|
Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.6457 CHA (Browse shelf(Opens below)) | 1 | Available | 001904 |
Table of content
CHAPTER 1 Introduction
CHAPTER 2 Structure of Derivatives Markets
PART I Options
CHAPTER 3 Principles of Option Pricing
CHAPTER 4 Option Pricing Models: The Binomial Model
CHAPTER 5 Option Pricing Models: The Black–Scholes–Merton Model
CHAPTER 6 Basic Option Strategies
CHAPTER 7 Advanced Option Strategies
PART II Forwards, Futures, and Swaps
CHAPTER 8 Principles of Pricing Forwards, Futures, and Options on Futures
CHAPTER 9 Futures Arbitrage Strategies
CHAPTER 10 Forward and Futures Hedging, Spread, and Target Strategies
CHAPTER 11 Swaps
PART III Advanced Topics
CHAPTER 12 Interest Rate Forwards and Options
CHAPTER 13 Advanced Derivatives and Strategies
CHAPTER 14 Financial Risk Management Techniques and Applications
CHAPTER 15 Managing Risk in an Organization
Appendix A Solutions to Concept Checks
Appendix B References
Appendix C List of Symbols
Appendix D List of Important Formulas
Glossary
Index
An Introduction to Derivatives and Risk Management is an ideal textbook to establish the foundation of financial derivatives and their uses in managing the risk. A perfect blend of theory and practice, this book aims to help readers navigate through the complex and ever-changing world of derivatives and risk management in an easy-to-follow style. A variety of real-time risk management practices, boxed inserts, end-of-chapter practical applications, and minimal use of technical mathematics make the text accessible and engaging. Detailed discussions about the derivatives markets and risk management practices in India, along with suitable examples, have also been incorporated.
Besides postgraduate students specializing in finance, this book with its application-oriented approach would also be useful for scholars, researchers and practitioners.
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