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An introduction to derivative securities, financial markets, and risk management Robert A Jarrow and Arkadev Chatterjea

By: Contributor(s): Publication details: Viva Books Private Limited ( W W Norton & Company) New Delhi 2016Description: 880 p. PaperISBN:
  • 9788130923390
Subject(s): DDC classification:
  • 332.6457
Contents:
Preface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management.
Summary: “In today’s complex world, modern financial institutions cannot succeed without the use of derivatives for managing the varied risks of their assets and liabilities.This book was written to be the first book read on derivatives, and not the last. Our aim has been to design a book that is closely connected to real markets, examines the uses of derivatives but warns against their abuses, and presents only the necessary quantitative material in an ’easily digestible form’ (and no more!).” We do not know why futures markets did not independently develop in South Asia. Futures traded in British India, but the markets were small. As derivative trades are fundamental economic transactions, other derivatives markets certainly existed.They got traded in informal, over-the-counter markets. We find several “patterns” in the growth of derivatives markets and regulations in the lndian subcontinent when compared with those in other parts of the world.
List(s) this item appears in: Recent Additions to the Library-May-16
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Book Book Main Library ON SHELF INVESTMENT 332.6457/ Jar/Cha/ 31871 (Browse shelf(Opens below)) Available 11131871
Reference Reference Main Library Reference REFERENCE 332.6457/ Jar/Cha/ 31870 (Browse shelf(Opens below)) Not For Loan 11131870
Total holds: 0

Preface --
Introduction to derivatives --
Derivatives and risk management --
Interest rates --
Stocks --
Forwards and futures --
Options --
Arbitrage and trading --
Financial engineering and swaps --
Forwards and futures --
Forward and futures markets --
Futures trading --
Futures regulations --
The cost of carry model --
The extended cost of carry model --
Futures hedging --
Options --
Options markets and trading --
Option trading strategies --
Option relations --
Single period binomial model --
Multiperiod binomial model --
The black-scholes-merton model --
Using the black-scholes-merton model --
Interest rate derivatives --
Yields and forward rates --
Interest rate swaps --
Single period binomial hjm model --
Multiperiod binomial hjm model --
The hjm libor model --
Risk management models --
Appendix: mathematics and statistics --
References --
Notation --
Glossary --
Results --
Additional sources and websites --
Books on derivatives and risk management.

“In today’s complex world, modern financial institutions cannot succeed without the use of derivatives for managing the varied risks of their assets and liabilities.This book was written to be the first book read on derivatives, and not the last. Our aim has been to design a book that is closely connected to real markets, examines the uses of derivatives but warns against their abuses, and presents only the necessary quantitative material in an ’easily digestible form’ (and no more!).”
We do not know why futures markets did not independently develop in South Asia. Futures traded in British India, but the markets were small. As derivative trades are fundamental economic transactions, other derivatives markets certainly existed.They got traded in informal, over-the-counter markets. We find several “patterns” in the growth of derivatives markets and regulations in the lndian subcontinent when compared with those in other parts of the world.

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