Jarrow, Robert A.; Chatterjea, Arkadev <br/><br/>
An introduction to derivative securities, financial markets, and risk management 

 - New Delhi  Viva  2016 
 - xxxiii,798p.  26 cm; Pbk 
<br/><br/> Alpha/2476/ Rs.1295/- 
<br/><br/>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. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>978-913-023390 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities<br/>Risk management<br/>Capital management<br/>Financial institutions
<br/><br/><label>Dewey Class. No.: </label>332.6457 JAR