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.