Derivatives and Risk Management
4th Edition
9354601863
·
9789354601866
© 2021 | Published: September 15, 2021
OverviewThe role of financial derivatives in risk management has been recognised widely in the financial sector. These instruments have a wide range of use in a stand-alone way as well as in combinations. Several students and corporate executives a…
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Chapter 1 Introduction to Derivatives Markets
Chapter 2 Forwards and Futures
Chapter 3 Options
Chapter 4 Principles Governing Option Pricing
Chapter 5 Determining the Ideal prices of Options
Chapter 6 Introduction to Option Greeks and Basic Delta Hedging
Chapter 7 Interest Rate Derivatives
Chapter 8 Exotic Options – An Introduction
Chapter 9 Introduction to Credit Derivatives
Chapter 10 Real Options
Chapter 11 Some Special Applications with Derivatives
Chapter 12 Value at Risk
Chapter 13 Practical Applications in Options and Futures
Annexure Introduction to Commodity Derivatives
Chapter 2 Forwards and Futures
Chapter 3 Options
Chapter 4 Principles Governing Option Pricing
Chapter 5 Determining the Ideal prices of Options
Chapter 6 Introduction to Option Greeks and Basic Delta Hedging
Chapter 7 Interest Rate Derivatives
Chapter 8 Exotic Options – An Introduction
Chapter 9 Introduction to Credit Derivatives
Chapter 10 Real Options
Chapter 11 Some Special Applications with Derivatives
Chapter 12 Value at Risk
Chapter 13 Practical Applications in Options and Futures
Annexure Introduction to Commodity Derivatives
Overview
The role of financial derivatives in risk management has been recognised widely in the financial sector. These instruments have a wide range of use in a stand-alone way as well as in combinations. Several students and corporate executives attempting to learn this subject have felt the need for a book that is simple to understand and is free from complex mathematical equations. This book has been written with these tenets in mind. The large number of examples taken from the stock markets will go to show the practical use of concepts in the real world. The book is easy to understand and follows a step-by-step approach. While covering a wide range of basic topics related to financial derivatives, the author seeks to help students and practitioners to get their feet firm on the fundamental principles governing these. The first edition of this book figured in the list of top 10 best sellers (Business World, August 8, 2009). In response to the requests from students, the author has included several recent examples from stock markets to illustrate the concepts. The author has used his wide experience in teaching this subject in SDMIMD, IIM, Kozhikode, IIM Udaipur, IIM Rohtak and IIM, Shillong.
Key Features
• Step-by-step approach to the first course of derivatives with no advance mathematics
• Illustrations with throughout MS Excel templates on specific strategies like anticipatory call buying, cross
hedge when Beta changes, option combinations after initial setting up by looking at Greeks
• Real-life examples, trading practices and procedures from National Stock Exchange (NSE)
• Cases on derivatives in strategic thinking
• Comprehensive discussion on Delta hedging and Greek strategies
The role of financial derivatives in risk management has been recognised widely in the financial sector. These instruments have a wide range of use in a stand-alone way as well as in combinations. Several students and corporate executives attempting to learn this subject have felt the need for a book that is simple to understand and is free from complex mathematical equations. This book has been written with these tenets in mind. The large number of examples taken from the stock markets will go to show the practical use of concepts in the real world. The book is easy to understand and follows a step-by-step approach. While covering a wide range of basic topics related to financial derivatives, the author seeks to help students and practitioners to get their feet firm on the fundamental principles governing these. The first edition of this book figured in the list of top 10 best sellers (Business World, August 8, 2009). In response to the requests from students, the author has included several recent examples from stock markets to illustrate the concepts. The author has used his wide experience in teaching this subject in SDMIMD, IIM, Kozhikode, IIM Udaipur, IIM Rohtak and IIM, Shillong.
Key Features
• Step-by-step approach to the first course of derivatives with no advance mathematics
• Illustrations with throughout MS Excel templates on specific strategies like anticipatory call buying, cross
hedge when Beta changes, option combinations after initial setting up by looking at Greeks
• Real-life examples, trading practices and procedures from National Stock Exchange (NSE)
• Cases on derivatives in strategic thinking
• Comprehensive discussion on Delta hedging and Greek strategies
