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An introduction to derivative securities, financial markets, and risk management (Record no. 103271)

MARC details
000 -LEADER
fixed length control field	02576nam a22001817a 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	978-913-023390
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.6457 JAR
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name	Jarrow, Robert A.; Chatterjea, Arkadev
245 ## - TITLE STATEMENT
Title	An introduction to derivative securities, financial markets, and risk management
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc.	New Delhi
Name of publisher, distributor, etc.	Viva
Date of publication, distribution, etc.	2016
300 ## - PHYSICAL DESCRIPTION
Extent	xxxiii,798p.
Other physical details	26 cm; Pbk
500 ## - GENERAL NOTE
General note	Alpha/2476/ Rs.1295/-
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note	Part 1: Introduction<br/> 1 Derivatives and Risk Management <br/> 2 Interest Rates<br/> 3 Stocks<br/> 4 Forwards and Futures<br/> 5 Options<br/> 6 Arbitrage and Trading<br/> 7 Financial Engineering and Swaps<br/>Part 2: Forwards and Futures<br/> 8 Forwards and Futures Markets<br/> 9 Futures Trading<br/> 10 Futures Regulations<br/> 11 The Cost-of-Carry Model<br/> 12 The Extended Cost-of-Carry Model<br/> 13 Futures Hedging<br/>Part3: Options<br/> 14 Options Markets and Trading<br/> 15 Option Trading Strategies<br/> 16 Option Relations<br/> 17 Single-Period Binomial Model<br/> 18 Multiperiod Binomial Model<br/> 19 The Black–Scholes–Merton Model <br/> 20 Using the Black–Scholes–Merton Model<br/>PART 4 Interest Rate Derivatives<br/> 21 Yields and Forward Rates<br/> 22 Interest Rate Swaps<br/> 23 Single-Period Binomial Heath–Jarrow–Morton Model<br/> 24 Multiperiod Binomial HJM Model<br/> 25 The Heath–Jarrow–Morton Libor Model<br/> 26 Risk Management Models<br/>Appendix A: Mathematics and Statistics<br/>Appendix B Spreadsheet Software.
520 ## - SUMMARY, ETC.
Summary, etc.	The first real introductory text in derivatives.<br/>“In today’s complex world, modern financial institutions cannot succeed without the use of derivatives for managing the varied risks of their assets and liabilities.This book was written to be the first book read on derivatives, and not the last. Our aim has been to design a book that is closely connected to real markets, examines the uses of derivatives but warns against their abuses, and presents only the necessary quantitative material in an ’easily digestible form’ (and no more!).”<br/>We do not know why futures markets did not independently develop in South Asia. Futures traded in British India, but the markets were small. As derivative trades are fundamental economic transactions, other derivatives markets certainly existed.They got traded in informal, over-the-counter markets. We find several “patterns” in the growth of derivatives markets and regulations in the lndian subcontinent when compared with those in other parts of the world.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Derivative securities
--	Risk management
--	Capital management
--	Financial institutions
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier	<a href="http://www.vivagroupindia.com/frmBookDetail.aspx?BookId=12354&Status=N">http://www.vivagroupindia.com/frmBookDetail.aspx?BookId=12354&Status=N</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type	Books

Holdings
Withdrawn status	Lost status	Damaged status	Not for loan	Collection code	Home library	Current library	Date acquired	Source of acquisition	Cost, normal purchase price	Total Checkouts	Total Renewals	Full call number	Barcode	Date last seen	Date last checked out	Price effective from	Koha item type
				GSB Collection		H.T. Parekh Library	30/08/2017	Recommend	0.00	10	10	332.6457 JAR	B2476	29/09/2024	19/09/2024	30/08/2017	Books