Fundamentals of financial derivatives

By:

Parasuraman N R

Material type: Text

TextPublication details: New Delhi Wiley India 2014Edition: 3 rd EdDescription: xxi, 318 p. 24 cm ; PbkISBN:

9788126547395

Subject(s):

Derivative securities

DDC classification:

332.645 PAR

Online resources:

Click here to access online

Contents:

· Introduction to Derivatives · Forwards and Futures · Types of Options · Principles of Option Pricing: Put-Call Parity · The Binomial Model for Pricing of Options · The Black-Scholes Model · Volatility and Implied Volatility from the Black-Scholes Model · Exotic Options - An Introduction · Introduction to Option Greeks and Basic Delta Hedging · Interest Rate Derivatives and Eurodollar Derivatives · Swaps · Credit Derivatives · Real Options · Risk Management with Derivatives · Test Yourself on Your Conceptual Understanding · Glossary · Bibliography · Index

Summary: This book has been primarily intended for the newcomer to the world of Derivatives. The aim is to provide a different approach to the learning of the complex instruments because many students and practitioners find Financial Derivatives too complex to understand in the beginning.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Visual Materials	H.T. Parekh Library		332.645 PAR (Browse shelf(Opens below))	Available		CD1118
Books	H.T. Parekh Library	GSB Collection	332.645 PAR (Browse shelf(Opens below))	Checked out to Devanshu Das (MBA24-120)	24/09/2024	B2119

Gratis Rs.619/

· Introduction to Derivatives
· Forwards and Futures
· Types of Options
· Principles of Option Pricing: Put-Call Parity
· The Binomial Model for Pricing of Options
· The Black-Scholes Model
· Volatility and Implied Volatility from the Black-Scholes Model
· Exotic Options - An Introduction
· Introduction to Option Greeks and Basic Delta Hedging
· Interest Rate Derivatives and Eurodollar Derivatives
· Swaps
· Credit Derivatives
· Real Options
· Risk Management with Derivatives
· Test Yourself on Your Conceptual Understanding
· Glossary
· Bibliography
· Index

This book has been primarily intended for the newcomer to the world of Derivatives. The aim is to provide a different approach to the learning of the complex instruments because many students and practitioners find Financial Derivatives too complex to understand in the beginning.

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