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JANAKIRAMANAN, SUNDARAM

DERIVATIVES AND RISK MANAGEMENT JANAKIRAMANAM, SUNDARAM - NEW DELHI PEARSON EDUCATION IN SOUTH ASIA 2011 - XXVII, 513 PAPER

Table of Content
Preface

Introduction
The Derivatives Market in India
Interest Rates
Forward Contracts
Futures Contracts
Hedging Strategies Using Futures
Single Stock Futures and Stock Index Futures
Interest Rate Futures
Currency Futures
Swaps
Fundamentals of Options
Call and Put Options
Combinations of Options: Trading Strategies
Put–Call Parity
The Binomial Options Pricing Model
The Black–Scholes Options Pricing Model
Currency Options, Interest Rate Options and Options on Futures
Greeks in Options
Exotic Options
Credit Derivatives

Salient Features

Explains concepts through detailed examples and problems
Includes three unique chapters: “Derivatives in India”, “Stock Futures and Stock Index Futures”, and “Exotic Options”
Uses learning tools such as learning objectives, figures, tables, chapter summaries and end-of-chapter questions, problems and cases
Presents snapshots of real-world situations through chapter-opening boxes
Includes a detailed glossary and bibliography



ISBN: 978-81-317-5514-3

Subjects--Topical Terms:
DERIVATIVES
RISK MANAGEMENT--FINANCE

Dewey Class. No.: 332.6457