Derivatives and Risk Management
Price: 1100.00 INR
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ISBN:
9780198089155
Publication date:
16/04/2014
Paperback
696 pages
242.0x184.0mm
Price: 1100.00 INR
We sell our titles through other companies
Disclaimer :You will be redirected to a third party website.The sole responsibility of supplies, condition of the product, availability of stock, date of delivery, mode of payment will be as promised by the said third party only. Prices and specifications may vary from the OUP India site.
ISBN:
9780198089155
Publication date:
16/04/2014
Paperback
696 pages
242.0x184.0mm
Derivatives and Risk Management, 2e is a very comprehensive textbook designed to cater to the syllabi requirements of financial management students. The text provides extensive and intensive coverage of all the basic principles of derivatives and risk management. Furthermore, advanced topics such as credit risk, securitization, and credit derivatives are also covered in detail. It also includes corporate finance-related topics such as corporate securities seen as derivatives and real options.
Suitable for: Derivatives and Risk Management, 2e is a very comprehensive textbook designed to cater to the syllabi requirements of management students specializing in finance.
Rights: World Rights
Description
Derivatives and Risk Management, 2e is a very comprehensive textbook designed to cater to the syllabi requirements of financial management students. The text provides extensive and intensive coverage of all the basic principles of derivatives and risk management. Furthermore, advanced topics such as credit risk, securitization, and credit derivatives are also covered in detail. It also includes corporate finance-related topics such as corporate securities seen as derivatives and real options. The focus of this particular edition is to provide a better and more organized coverage of the subject. In addition to covering regular subject material, the text covers weather and energy derivatives and accounting for derivatives. A few cases that throw light on the dangerous side of derivatives are also discussed. Other than providing an extensive coverage of the core concepts of the subject, it includes numerous solved examples and graphical illustrations to provide the students with a practical orientation towards derivatives.
Table of contents
Preface to the First Edition ix
Chapter 1. Introduction
Chapter 2. Forwards and Futures
Chapter 3. Commodity Futures
Chapter 4. Stock and Index Futures
Chapter 5. Currency Forwards and Futures
Chapter 6. Interest Rate and Forwards
Chapter 7. Interest Rate Futures
Chapter 8. Swaps, Interest Rate, and Currency
Chapter 9. Options—Basics
Chapter 10. Option Pricing—Basics
Chapter 11. Option Pricing—Binomial Model
Chapter 12. Option Pricing—Black-Scholes Model
Chapter 13. Option Greeks—The Sensitivities
Chapter 14. Volatility and Value at Risk
Chapter 15. Hedging with Options
Chapter 16. Options Trading Strategies
Chapter 17. Exotic Options
Chapter 18. Interest Rate Options
Chapter 19. Options on Futures and Swaps
Chapter 20. Credit Risk, Securitization, and Credit Derivatives
Chapter 21. Corporate Securities and Derivatives
Chapter 22. Real Options
Chapter 23. Weather and Energy Derivatives
Chapter 24. Accounting for Derivatives
Chapter 25. Derivatives Disasters
Features
- Explores new issues in derivatives such as volatility and value at risk, credit risk, and also relatively complex products such as option on bonds, options on swaps—swaptions, etc.
- Provides examples and boxed exhibits for illustrating the key applications of derivatives and risk management
- Includes case studies on derivatives used by various organizations that led to disasters
- New to this edition
- Four new chapters on corporate securities and derivatives, real options, volatility and value at risk, and derivatives disasters
- New sections on topics such as futures contract on T-bills in India; Monte Carlo simulation; exotic options such as gap options, pay-later option, lookback option, and so on; credit risk-related topics such as recovery rates, default rates, credit value at risk, and valuation of CDS including Merton model
- New feature called Derivatives in Practice to acquaint students with real-life situations
- Five real-life cases on derivatives that led to disasters along with lessons learnt from these incidents.
- For Instructors:
- PowerPoint Presentations
- Instructor's Manual
- For Students:
- MCQs
Description
Derivatives and Risk Management, 2e is a very comprehensive textbook designed to cater to the syllabi requirements of financial management students. The text provides extensive and intensive coverage of all the basic principles of derivatives and risk management. Furthermore, advanced topics such as credit risk, securitization, and credit derivatives are also covered in detail. It also includes corporate finance-related topics such as corporate securities seen as derivatives and real options. The focus of this particular edition is to provide a better and more organized coverage of the subject. In addition to covering regular subject material, the text covers weather and energy derivatives and accounting for derivatives. A few cases that throw light on the dangerous side of derivatives are also discussed. Other than providing an extensive coverage of the core concepts of the subject, it includes numerous solved examples and graphical illustrations to provide the students with a practical orientation towards derivatives.
Read MoreTable of contents
Preface to the First Edition ix
Chapter 1. Introduction
Chapter 2. Forwards and Futures
Chapter 3. Commodity Futures
Chapter 4. Stock and Index Futures
Chapter 5. Currency Forwards and Futures
Chapter 6. Interest Rate and Forwards
Chapter 7. Interest Rate Futures
Chapter 8. Swaps, Interest Rate, and Currency
Chapter 9. Options—Basics
Chapter 10. Option Pricing—Basics
Chapter 11. Option Pricing—Binomial Model
Chapter 12. Option Pricing—Black-Scholes Model
Chapter 13. Option Greeks—The Sensitivities
Chapter 14. Volatility and Value at Risk
Chapter 15. Hedging with Options
Chapter 16. Options Trading Strategies
Chapter 17. Exotic Options
Chapter 18. Interest Rate Options
Chapter 19. Options on Futures and Swaps
Chapter 20. Credit Risk, Securitization, and Credit Derivatives
Chapter 21. Corporate Securities and Derivatives
Chapter 22. Real Options
Chapter 23. Weather and Energy Derivatives
Chapter 24. Accounting for Derivatives
Chapter 25. Derivatives Disasters
