IISGNII गुरुर ब्रह्मा गुरुर विष्णु गुरुर देवो महेश्वरः गुरुः साक्षात्परब्रह्मा तस्मै श्री गुरुवे नमः

FINANCIAL DERIVATIVES-------PHI

395.00 375.00

Designed as a text for postgraduate students of management, commerce, and financial studies, this compact text clearly explains the subject without the mathematical complexities one comes across in many textbooks. The book deals with derivatives and their pricing, keeping the Indian regulatory and trading environment as the backdrop. What’s more, each product is explained in detail with illustrative examples so as to make it easier for comprehension.

The book first introduces the readers to the derivatives market and the quantitative foundations. Then it goes on to give a detailed description of the Forward Agreements, Interest Rate Futures, and Stock Index Futures and Swaps. The text also focuses on Options—Option Pricing, Option Hedging and Option Trading Strategies. It concludes with a discussion on OTC derivatives.

KEY FEATURES :

The application of each derivative product is illustrated with the help of solved examples.

Practice problems are given at the end of each chapter.

A detailed glossary, important formulae and major website addresses are included in the book.

This book would also be of immense benefit to students pursuing courses in CA, ICWA and CFA.


Contents:
Preface
Acknowledgements
List of Abbreviations
Important Formulae
1. AN INTRODUCTION TO DERIVATIVE MARKETS
2. THE QUANTITATIVE FOUNDATIONS
3. FUNDAMENTALS OF FINANCIAL FUTURES
4. FORWARD RATE AGREEMENTS
5. INTEREST RATE FUTURES
6. STOCK INDEX FUTURES
7. SWAPS
8. OPTIONS—THE BASICS
9. OPTION PRICING
10. OPTIONS HEDGING STRATEGIES
11. OPTIONS TRADING STRATEGIES
12. FOREIGN EXCHANGE DERIVATIVES
13. OVER THE COUNTER PRODUCTS
14. CASE STUDIES ON DERIVATIVE MISFORTUNES
Glossary
References
Important Websites
Index

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