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Derivatives and Risk Management

Author Rajiv Srivastava
Publisher Oxford University Press
Category Business & Economics
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Book Details
ISBN / ASIN0198089155
ISBN-139780198089155
MarketplaceFrance 🇫🇷

Description

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.