Derivatives and Risk Management by Rajiv Srivastava

Derivatives and Risk Management

byRajiv Srivastava

Paperback | May 16, 2014

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It provides a comprehensive coverage of the fundamental concepts of the subject, which will be useful to postgraduate students as well as practitioners. The book begins with an introduction to derivatives, forwards and futures, commodity futures, stock and index futures, currency forwards andfutures, and then moves on to the study of interest rate and forwards, interest rate futures, and interest rate and currency swaps. This is followed by a study of topics such as options - basics, option pricing - basics, option pricing - binomial model, options - Black Scholes model, and OptionsGreeks - Sensitivities. Subsequently, the book covers chapters such as volatility and value at risk, hedging with options, options trading strategies, exotic options, interest rate options, options on futures and swaps. Finally, the text covers credit risk, securitization, and credit derivatives,corporate securities and derivatives, real options, weather and energy derivatives, accounting for derivatives, and derivatives disasters.

About The Author

Rajiv Srivastava, is presently Professor, Financial Management, Derivatives and Risk Management, Security Analysis and Portfolio Management, and International Financial and Forex Management, at Indian Institute of Foreign Trade, New Delhi. Prof Srivastava has 35 years of experience in working with reputed organizations such as the Sta...

Details & Specs

Title:Derivatives and Risk ManagementFormat:PaperbackDimensions:680 pagesPublished:May 16, 2014Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0198089155

ISBN - 13:9780198089155

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Table of Contents

Preface1. Derivatives - An Introduction2. Forwards and Futures3. Commodity Futures4. Stock and Index Futures5. Currency Forwards and Futures6. Interest Rate and Forwards7. Interest Rate Futures8. Interest Rate and Currency Swaps9. Options - Basics10. Option Pricing - Basics11. Option Pricing - Binomial Model12. Options - Black scholes Model13. Options Greeks-Sensitivities14. Volatility and value at Risk15. Hedging with Options16. Options trading strategies17. Exotic Options18. Interest rate options19. Options on futures and swaps20. Credit risk, securitization, and Credit Derivatives21. Corporate securities and derivatives22. Real Options23. Weather and energy derivatives24. Accounting for Derivatives25. Derivatives DisastersIndex