Derivatives and risk management /

Parasurama, N. R

Derivatives and risk management / N. R. Parasurama - 4th edition. - Chennai : Mc Graw Hill , 2021. - xvi, 335 pages : illustrations ; 24 cm.

Include bibliographical and reference index.

1.Introduction to derivatives markets -- 2. Forwards and futures -- 3.Options -- 4.Principles governing option pricing -- 5. Determining the ideal prices of options -- 6.Introduction to option greeks and basic delta hedging -- 7. Interest rate derivatives -- 8. Exotic options – An introduction -- 9.Introduction to credit derivatives -- 10. Real options -- 11. Some special applications with derivatives -- 12 .Value at risk -- 13. Practical applications in options and futures.

9789354601866


Risk management.
Investment analysis.
Derivatives--Finance.

332.64 / PAR

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