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Derivatives and Risk Management (Second Edition)

Derivatives and Risk Management (Second Edition)

Condition: Used - Like New

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Product details

  • Condition Note (New): New Book
  • Condition Note (Used - Like New): no pen/pencil marks
     

 

About the Book:

This book 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 and futures, 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 Options Greeks - 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.
 
  • Author: Rajiv Srivastava
  • Publisher: Oxford University Press (2020)
  • Language: English
  • Format: Paperback
  • ISBN: 9780198089155

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