TY - GEN AU - JANAKIRAMANAN, SUNDARAM TI - DERIVATIVES AND RISK MANAGEMENT SN - 978-81-317-5514-3 U1 - 332.6457 PY - 2011/// CY - NEW DELHI PB - PEARSON EDUCATION IN SOUTH ASIA KW - DERIVATIVES KW - RISK MANAGEMENT KW - FINANCE N1 - 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 N2 - 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 ER -