000			02576nam a22001817a 4500
020			_a978-913-023390
082			_a332.6457 JAR
100			_aJarrow, Robert A.; Chatterjea, Arkadev
245			_aAn introduction to derivative securities, financial markets, and risk management
260			_aNew Delhi _bViva _c2016
300			_axxxiii,798p. _b26 cm; Pbk
500			_aAlpha/2476/ Rs.1295/-
505			_aPart 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.
520			_aThe 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.
650			_aDerivative securities _aRisk management _aCapital management _aFinancial institutions
856			_uhttp://www.vivagroupindia.com/frmBookDetail.aspx?BookId=12354&Status=N
942			_cBK
999			_c103271 _d103271