Derivatives and Risk Management/
Janakiramanan,Sundaram
Derivatives and Risk Management/ by Sundaram Janakiramanan - 2nd ed. - Noida: Pearson, 2022. - xxxvi,504p.
Brief Contents-
1.Introduction
2.Forward Contacts
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
Index
9789354494703
Risk management
India
Derivative securities
332.64954 / JAN/D
Derivatives and Risk Management/ by Sundaram Janakiramanan - 2nd ed. - Noida: Pearson, 2022. - xxxvi,504p.
Brief Contents-
1.Introduction
2.Forward Contacts
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
Index
9789354494703
Risk management
India
Derivative securities
332.64954 / JAN/D