Financial Derivatives
Theory, Concepts and Problems
2nd Edition
Published on 30. October 2017
Book
Paperback/Softback
892 pages
978-81-203-5348-0 (ISBN)
Description
This highly acclaimed text, designed for postgraduate students of management, commerce, and financial studies, has been enlarged and updated in its second edition by introducing new chapters and topics with its focus on conceptual understanding based on practical examples. Each derivative product is illustrated with the help of diagrams, charts, tables and solved problems. Sufficient exercises and review questions help students to practice and test their knowledge.
Since this comprehensive text includes latest developments in the field, the students pursuing CA, ICWA and CFA will also find this book of immense value, besides management and commerce students.
The new edition includes - Four new chapters on 'Forward Rate Agreements', 'Pricing and Hedging of Swaps', 'Real Options', and 'Commodity Derivatives Market'
- Substantially revised chapters-'Risk Management in Derivatives', 'Foreign Currency Forwards', and 'Credit Derivatives'
- Trading mechanism of Short-term interest rate futures and Long-term interest rate futures
- Trading of foreign currency futures in India with RBI Guidelines
- Currency Option Contracts in India
- More solved examples and practice problems
- Separate sections on 'Swaps' and 'Other Financial Instruments'
- Extended Glossary
Since this comprehensive text includes latest developments in the field, the students pursuing CA, ICWA and CFA will also find this book of immense value, besides management and commerce students.
The new edition includes - Four new chapters on 'Forward Rate Agreements', 'Pricing and Hedging of Swaps', 'Real Options', and 'Commodity Derivatives Market'
- Substantially revised chapters-'Risk Management in Derivatives', 'Foreign Currency Forwards', and 'Credit Derivatives'
- Trading mechanism of Short-term interest rate futures and Long-term interest rate futures
- Trading of foreign currency futures in India with RBI Guidelines
- Currency Option Contracts in India
- More solved examples and practice problems
- Separate sections on 'Swaps' and 'Other Financial Instruments'
- Extended Glossary
More details
Edition
2nd Revised edition
Language
English
Place of publication
New Delhi
India
Target group
College/higher education
Professional and scholarly
Edition type
Revised edition
Dimensions
Height: 235 mm
Width: 178 mm
Weight
1140 gr
ISBN-13
978-81-203-5348-0 (9788120353480)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
S.L. Gupta, Ph.D., former Professor and Dean, University School of Management, Kurukshetra University, has been on the panel of experts of All India Council for Technical Education (AICTE) and University Grants Commission (UGC), New Delhi. Professor Gupta has four decades of teaching experience and is a member of several academic and professional bodies. He has been regularly contributing research articles to several reputed national and international journals and financial dailies. He has to his credit more than 60 research papers and three books.
Content
- Preface
- Preface to the First Edition
- Acknowledgements
- Abbreviations Used in This Book
- Section I:?
- Financial Derivatives-The Background
- Financial Derivatives: An Introduction
- Futures Market and Contracting
- Forward Market: Pricing and Trading Mechanism
- Futures Pricing: Theories and Characteristics
- Section II:?
- Financial Derivatives-Indian Scenario
- Financial Derivatives Markets in India
- Regulation of Financial Derivatives in India
- Section III:?
- Specific Financial Futures and Forwards
- Hedging Strategy Using Futures
- Stock Index Futures
- Forward Rate Agreements
- Short-term Interest Rate Futures
- Long-term Interest Rate Futures
- Foreign Currency Futures
- Foreign Currency Forwards
- Section IV:?Financial Swaps
- Swaps Markets
- Pricing and Hedging of
- Swaps
- Section V:?Options Derivatives
- The Options-The Basics
- Option Pricing Models
- Trading with Options
- Hedging with Options
- Currency Options
- Section VI:?
- Other Derivatives
- Advanced Financial
- Derivatives
- Credit Derivatives
- Real Options
- Commodity Derivatives Market
- Section VII:?
- Financial Derivatives-Miscellaneous Issues
- Accounting and Taxation of Derivatives
- Risk Management in Derivatives
- Answers to Unsolved Problems
- Appendices
- Glossary
- Bibliography
- Index
- Preface to the First Edition
- Acknowledgements
- Abbreviations Used in This Book
- Section I:?
- Financial Derivatives-The Background
- Financial Derivatives: An Introduction
- Futures Market and Contracting
- Forward Market: Pricing and Trading Mechanism
- Futures Pricing: Theories and Characteristics
- Section II:?
- Financial Derivatives-Indian Scenario
- Financial Derivatives Markets in India
- Regulation of Financial Derivatives in India
- Section III:?
- Specific Financial Futures and Forwards
- Hedging Strategy Using Futures
- Stock Index Futures
- Forward Rate Agreements
- Short-term Interest Rate Futures
- Long-term Interest Rate Futures
- Foreign Currency Futures
- Foreign Currency Forwards
- Section IV:?Financial Swaps
- Swaps Markets
- Pricing and Hedging of
- Swaps
- Section V:?Options Derivatives
- The Options-The Basics
- Option Pricing Models
- Trading with Options
- Hedging with Options
- Currency Options
- Section VI:?
- Other Derivatives
- Advanced Financial
- Derivatives
- Credit Derivatives
- Real Options
- Commodity Derivatives Market
- Section VII:?
- Financial Derivatives-Miscellaneous Issues
- Accounting and Taxation of Derivatives
- Risk Management in Derivatives
- Answers to Unsolved Problems
- Appendices
- Glossary
- Bibliography
- Index