Derivatives and Risk Management/ by Sundaram Janakiramanan

By:

Janakiramanan,Sundaram

Material type: Text

TextPublication details: Noida: Pearson, 2022.Edition: 2nd edDescription: xxxvi,504pISBN:

9789354494703

Subject(s):

DDC classification:

332.64954 JAN/D

Contents:

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

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Barcode
Book	Study Centre Alappuzha, University of Kerala Processing Center	Study Centre Alappuzha, University of Kerala	332.64954 JAN/D (Browse shelf(Opens below))		Available	USCA6007
Book	Study Centre Alappuzha, University of Kerala	Study Centre Alappuzha, University of Kerala	332.64954 JAN/D;1 (Browse shelf(Opens below))	1	Available	USCA6127
Book	Study Centre Pandalam ,University of Kerala	Study Centre Pandalam ,University of Kerala	332.64954 JAN/D (Browse shelf(Opens below))		Available	USCP2515

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

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