Derivatives & Risk Management, 2/e
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.
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Derivatives & Risk Management, 2/e
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.
Features:
- Explains concepts through detailed examples and problems
- Includes new chapters on Cryptocurrency derivatives, Contract for Differences, and Value-at-Risk
- 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 wide range of online supplements
Contents:
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
| Book | |
|---|---|
| Author | Janakiramanan |
| Pages | 540 |
| Year | 2021 |
| ISBN | 9789354494703 |
| Publisher | Pearson |
| Language | English |
| Uncategorized | |
| Edition | 2/e |
| Weight | 810 g |
| Dimensions | 20.3 x 25.4 x 4.7 cm |
| Binding | Paperback |