Financial Derivatives

Financial Derivatives by S. S. S. Kumar

Book Summary:

Designed as a text for postgraduate students of management, commerce, and financial studies, this compact text clearly explains the subject without the mathematical complexities one comes across in many textbooks. The book deals with derivatives and their pricing, keeping the Indian regulatory and trading environment as the backdrop. What’s more, each product is explained in detail with illustrative examples so as to make it easier for comprehension. The book first introduces the readers to the derivatives market and the quantitative foundations. Then it goes on to give a detailed description of the Forward Agreements, Interest Rate Futures, and Stock Index Futures and Swaps. The text also focuses on Options—Option Pricing, Option Hedging and Option Trading Strategies. It concludes with a discussion on OTC derivatives.

Audience of the Book :

This book Useful for Management, Commerce students.

Table of Contents:

1. An Introduction To Derivative Markets

2. The Quantitative Foundations

3. Fundamentals Of Financial Futures

4. Forward Rate Agreements

5. Interest Rate Futures

6. Stock Index Futures

7. Swaps

8. Options—The Basics

9. Option Pricing

10. Options Hedging Strategies

11. Options Trading Strategies

12. Foreign Exchange Derivatives

13. Over The Counter Products

14. Case Studies On Derivative Misfortunes

Glossary

References

Important Websites

Index