Derivatives and Risk Management

2. Revised Auflage 2014
ISBN: 978-0-19-808915-5
Verlag: Oxford University Press, USA

Buch, Englisch, 680 Seiten, Format (B × H): 183 mm x 239 mm, Gewicht: 907 g

This book provides a comprehensive coverage of the fundamental concepts of the subject, which will be useful to postgraduate students as well as practitioners. The book begins with an introduction to derivatives, forwards and futures, commodity futures, stock and index futures, currency forwards and futures, and then moves on to the study of interest rate and forwards, interest rate futures, and interest rate and currency swaps. This is followed by a study of topics
such as options - basics, option pricing - basics, option pricing - binomial model, options - Black Scholes model, and Options Greeks - Sensitivities. Subsequently, the book covers chapters such as volatility and value at risk, hedging with options, options trading strategies, exotic options,
interest rate options, options on futures and swaps. Finally, the text covers credit risk, securitization, and credit derivatives, corporate securities and derivatives, real options, weather and energy derivatives, accounting for derivatives, and derivatives disasters.

Autoren/Hrsg.

Srivastava, Rajiv

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Über Autor(innen)

Rajiv Srivastava is presently Professor, Financial Management, Derivatives and Risk Management, Security Analysis and Portfolio Management, and International Financial and Forex Management, at Indian Institute of Foreign Trade, New Delhi. Prof Srivastava has 35 years of experience in working with reputed organizations such as the State Bank of India, Rajasthan Breweries, CMC Ltd and Flex Industries Ltd. He is the co-author of Financial Management
2/e (OUP, 2010).