Futures and options : concepts and applications

By:

Parameswaran, Sunil K

Material type: Text

TextPublication details: New Delhi Mc Graw Hill 2014Description: xxii,578 23 cm ; PbkISBN:

9780070153127

Subject(s):

Futures market Options

DDC classification:

332.645 PAR

Contents:

1 Introduction to Futures 2 Valuation of Futures Contracts 3 Hedging and Speculation 4 Orders and Exchanges 5 Money Market Futures 6 Bond Market Futures 7 Foreign Exchange Forwards and Futures 8 Stock and Stock Index Futures 9 Fundamentals of Options 10 Arbitrage Restrictions 11 Option Strategies and Profit Diagrams 12 Valuation of Options 13 Options on Stock Indexes, Foreign Currencies, Futures Contracts, and Volatility Indexes 14 Exotic Options 15 The Term Structure of Interest Rates and The Valuation of Interest Rate Options 16 Fundamentals of Swaps 17 Financial Derivatives: The Indian Market

Summary: Integration of economies on a global scale is allowing markets in developing countries to boom. This has significantly increased demands for financial professionals. Author Sunil K. Parameswaran assesses the various aspects of global markets through this book. The book has seventeen chapters overall, with eight of them dealing with the future, seven dealing with options, and the other two discussing about swaps and the Indian derivatives market. The chapters dedicated towards assessing the futures talk about future contracts and their valuation, speculation, and hedging, exchanges and orders, future in terms of the money market and bond market, foreign exchange forwards, and stock index futures. These aspects have been thoroughly examined by the author and have been presented in a detailed manner. From the eighth chapter onwards, the book discusses options. This part of Futures And Options: Concepts And Applications concentrates on the various fundamentals such as common terms related to options, call and put options, and notation. Restrictions in arbitrage, profit diagrams, and option strategies, option valuation, options regarding stock indexes and volatility indexes, exotic options, and options regarding terms and valuation of interest rates are also discussed in detail. The two chapters dealing with Indian derivative markets and swaps deal with currency forwards, currency futures, margining and interest rate swaps and their valuation, termination of a swap, and currency swaps respectively.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 PAR (Browse shelf(Opens below))	Available		38111

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Previous	332.645 PAR F.I.A.S.C.O: blood in the water on wall street	332.645 PAR FIASO: the inside story of a wall street trader	332.645 PAR Fundamentals of financial derivatives	332.645 PAR Futures and options : concepts and applications	332.645 PAR Derivatives and risk management /	332.645 PAT Financial futures and options in Indian Perspective	332.645 PAT Options and futures in an Indian perspective	Next

Gratis

1 Introduction to Futures
2 Valuation of Futures Contracts
3 Hedging and Speculation
4 Orders and Exchanges
5 Money Market Futures
6 Bond Market Futures
7 Foreign Exchange Forwards and Futures
8 Stock and Stock Index Futures
9 Fundamentals of Options
10 Arbitrage Restrictions
11 Option Strategies and Profit Diagrams
12 Valuation of Options
13 Options on Stock Indexes, Foreign Currencies, Futures Contracts, and Volatility Indexes
14 Exotic Options
15 The Term Structure of Interest Rates and The Valuation of Interest Rate Options
16 Fundamentals of Swaps
17 Financial Derivatives: The Indian Market

Integration of economies on a global scale is allowing markets in developing countries to boom. This has significantly increased demands for financial professionals. Author Sunil K. Parameswaran assesses the various aspects of global markets through this book. The book has seventeen chapters overall, with eight of them dealing with the future, seven dealing with options, and the other two discussing about swaps and the Indian derivatives market.

The chapters dedicated towards assessing the futures talk about future contracts and their valuation, speculation, and hedging, exchanges and orders, future in terms of the money market and bond market, foreign exchange forwards, and stock index futures. These aspects have been thoroughly examined by the author and have been presented in a detailed manner.

From the eighth chapter onwards, the book discusses options. This part of Futures And Options: Concepts And Applications concentrates on the various fundamentals such as common terms related to options, call and put options, and notation. Restrictions in arbitrage, profit diagrams, and option strategies, option valuation, options regarding stock indexes and volatility indexes, exotic options, and options regarding terms and valuation of interest rates are also discussed in detail.

The two chapters dealing with Indian derivative markets and swaps deal with currency forwards, currency futures, margining and interest rate swaps and their valuation, termination of a swap, and currency swaps respectively.

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