TY  - BOOK
AU  - Jarrow, Robert A.; Chatterjea, Arkadev
TI  - An introduction to derivative securities, financial markets, and risk management
SN  - 978-913-023390
U1  - 332.6457 JAR 
PY  - 2016///
CY  - New Delhi
PB  - Viva
KW  - Derivative securities
KW  - Risk management
KW  - Capital management
KW  - Financial institutions
N1  - Alpha/2476/ Rs.1295/-; Part 1: Introduction
 1 Derivatives and Risk Management 
 2 Interest Rates
 3 Stocks
 4 Forwards and Futures
 5 Options
 6 Arbitrage and Trading
 7 Financial Engineering and Swaps
Part 2: Forwards and Futures
 8 Forwards and Futures Markets
 9 Futures Trading
 10 Futures Regulations
 11 The Cost-of-Carry Model
 12 The Extended Cost-of-Carry Model
 13 Futures Hedging
Part3: Options
 14 Options Markets and Trading
 15 Option Trading Strategies
 16 Option Relations
 17 Single-Period Binomial Model
 18 Multiperiod Binomial Model
 19 The Black–Scholes–Merton Model 
 20 Using the Black–Scholes–Merton Model
PART 4 Interest Rate Derivatives
 21 Yields and Forward Rates
 22 Interest Rate Swaps
 23 Single-Period Binomial Heath–Jarrow–Morton Model
 24 Multiperiod Binomial HJM Model
 25 The Heath–Jarrow–Morton Libor Model
 26 Risk Management Models
Appendix A: Mathematics and Statistics
Appendix B Spreadsheet Software
N2  - The first real introductory text in derivatives.
“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!).”
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
UR  - http://www.vivagroupindia.com/frmBookDetail.aspx?BookId=12354&Status=N
ER  -