Financial Risk Management

Derivatives and Risk Management

By Rajiv Srivastav
Oxford University Press March 2010

Specifications

ISBN-13
9780198064343
Publisher
Oxford University Press
Publication
March 2010
Format
Paperback , 640 pages
Jurisdiction
International ? Countri(es) for reference only

Details

Derivatives and Risk Management is a comprehensive textbook designed to meet the requirements of the post graduate management students specializing in Finance. Written in a student friendly style, it helps the readers in providing an exhaustive understanding of the various concepts. It also includes a lot of exhibits and snapshots which will aid the students identify with the practical approach towards the financial derivatives.

Beginning with an introduction to Derivatives and Risk Management, the book goes on discuss the basics of Futures Forwards, and Commodity Futures. Following this, it deals with chapters on Stock and index Futures as well as the Currency Forwards and Futures. It pays special attention to important areas like the interest rates of Futures and, Forwards and valuation of Swaps. Finally, it deals with exploring the basics of Options, Option Pricing, applications and other sensitivities like Black Scholes Formula, Delta, Gamma and many more. It concludes with discussing about the other Derivatives and accounting for them.

Users will find this book highly useful for its explanation of the key concepts through examples. The book will also be useful for the professionals in the industry due to its practice-oriented approach.

Table of Contents

1: DERIVATIVES - AN INTRODUCTION
2: FORWARDS AND FUTURES - BASICS
3: COMMODITIES FUTURES
4: STOCK AND INDEX FUTURES
5: CURRENCY FORWARDS AND FUTURES
6: FORWARDS AND FUTURES ON INTEREST RATES
7: INTEREST RATE AND FINANCIAL SWAPS
8: OPTIONS - BASICS
9: OPTION PRICING - I
10: OPTION PRICING - II
11: OPTION APPLICATIONS - HEDGING AND TRADING
12: OPTION SENSITIVITIES
13: EXOTIC OPTIONS
14: CREDIT DERIVATIVES
15: OTHER DERIVATIVES
16: ACCOUNTING FOR DERIVATIVES

About the Author

Rajiv Srivastav, Professor, Indian Institute of Foreign Trade, New Delhi, India

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