Derivatives and Risk Management/ by N.R.Parasuram

By:

Parasuram,N.R

Material type: Text

TextPublication details: Chennai: McGraw Hill, 2022.Edition: 4th edDescription: xvi,335pISBN:

9789354601866

Subject(s):

DDC classification:

332.64 PAR/D 4 th Ed.

Contents:

1.Introduction to Derivatives Markets-- 2.Forwards and Futures-- 3.Options-- 4.Principles Governing Option Pricing-- 5.Determining the Ideal Prices of Options-- Part I.Binomial Model-- Part II.The Black-Scholes Model-- Part III.Volatility and Implied Volatility from the Black-Scholes Model-- 6.Introduction to Option Greeks and Basic Delta Hedging-- 7.Interest Rate Derivatives-- 8.Exotic Options-An Introduction-- 9.Introduction to Credit Derivatives-- 10.Real Options-- 11.Some Special Applications with Derivatives-- 12.Value at Risk-- 13.Practical Applications in Options and Futures.

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Holdings
Item type	Current library	Home library	Call number	Status	Date due	Barcode
Book	Study Centre Alappuzha, University of Kerala	Study Centre Alappuzha, University of Kerala	332.64 PAR/D (Browse shelf(Opens below))	Available		USCA6129
Book	Study Centre Pandalam ,University of Kerala	Study Centre Pandalam ,University of Kerala	332.64 PAR/DER (Browse shelf(Opens below))	Available		USCP2509

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

1.Introduction to Derivatives Markets--
2.Forwards and Futures--
3.Options--
4.Principles Governing Option Pricing--
5.Determining the Ideal Prices of Options--
Part I.Binomial Model--
Part II.The Black-Scholes Model--
Part III.Volatility and Implied Volatility from the Black-Scholes Model--
6.Introduction to Option Greeks and Basic Delta Hedging--
7.Interest Rate Derivatives--
8.Exotic Options-An Introduction--
9.Introduction to Credit Derivatives--
10.Real Options--
11.Some Special Applications with Derivatives--
12.Value at Risk--
13.Practical Applications in Options and Futures.

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