Derivatives and risk management
Publication details: Pearson education 2012 New DelhiDescription: xxvi,645pISBN:- 9788131759936
- 658.155 MAD
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|
Book | CEPT Library | BK | 658.155 MAD | Available | 015736 |
CONTENTS
Preface xxi
PART 1 - BASIC PRINCIPLES OF DERIVATIVES
1. Risk Management with Derivatives 3
2. Derivative Markets 30
3. Derivative Market Regulation in India 63
4. Forward and Futures Instruments 86
5. Swap Instruments 115
6. Option Instrument 133
7. Derivative Option Strategies 156
PART 2 - APPLICATION OF DERIVATIVE PRODUCTS
8. Commodity Market Derivative Instruments 203
Equity Market Derivative Instruments 233
10. Interest Rate Derivative Instruments 268
1 1. Currency Derivative Instruments 305
PART 3 - ADDITIONAL DERIVATIVE PRODUCTS
12. Credit Derivative Instruments 349
13. Real Options 379
14. Exotic Options 405
PART 4 - PRICING DERIVATIVE PRODUCTS
15. Pricing Futures 445
16. Pricing Options 476
17. Pricing Swaps 516
PART 5 - DERIVATIVE RISK MANAGEMENT
18. Market Risk 545
19. Measuring Risk Characteristics
of Derivative Instruments 574
20.Derivative Hedge Accounting 604
Glossary 633
Index 641
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