Janakiramanan, Sundaram

Derivatives and risk management - 2nd - New Delhi Pearson India Education Services Pvt. Ltd. 2022 - xxxvi, 504 p.

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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Derivatives
Risk management

332.645 / JAN