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  Derivatives and Risk Management
 

Derivatives And Risk Management

by Rajiv Srivastava

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  Derivatives and Risk Management is a comprehensive textbook designed for management students specializing in finance.

Besides providing extensive coverage of the core concepts of the subject, it includes numerous solved examples and worked-out Excel sheets to provide students with a practical orientation towards financial derivatives.

Beginning with an introduction to derivatives and risk management, the book goes on to discuss the basics of futures, forwards, and commodity futures. This is followed by a discussion on stock and index futures as well as currency forwards and futures. It pays special attention to important areas such as interest rates of futures and forwards and valuation of swaps. The book also explores the fundamentals of options, option pricing, and applications and sensitivities of options. Other derivatives and accounting for derivatives are also discussed.
With its practice-oriented approach, the book would also be useful to professionals in the industry.
ISBN-9780198064343
 


Pages : 608
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