Derivatives
Somanathan, T. V.
Derivatives - 2nd ed - New York Cambridge University Press 2018 - 326p
Part I: Introduction
1. Introduction
2. Some Basic Concepts
Part II: Forwards and Futures
3. Futures and Forwards
4. Futures Trading: Pricing and Hedging
5. Interest Rate Futures
6. Currency Futures
7. Futures on Equities
Part III: Swaps
8. Swaps – Part I: Interest Rate and Currency Swaps
9. Swaps – Part II: Other Swaps
Part IV: Options
10. Options – I: Introduction to Options
11. Options – II: Pricing of Options
12. Options – III: Equity Options Strategies
13. Advanced Options Strategies
14. Options – IV: Real and Other Options
Part V: Other Derivatives and Derivative-like Instruments
15. Other Derivatives; 16. Exchange Traded Funds and Structured Products
Part VI: Accounting, Taxation and Regulatory Framework
17. Accounting and Taxation
18. Infrastructure for Derivatives Trading
19. Regulation of Derivatives Trading an Introduction
Part VII: Portfolio Management and Management of Derivative Risks
20. Portfolio Management and Derivatives
21. Management of Derivative Risks
9781108402712
Derivative Securities
332.6457 / SOM
Derivatives - 2nd ed - New York Cambridge University Press 2018 - 326p
Part I: Introduction
1. Introduction
2. Some Basic Concepts
Part II: Forwards and Futures
3. Futures and Forwards
4. Futures Trading: Pricing and Hedging
5. Interest Rate Futures
6. Currency Futures
7. Futures on Equities
Part III: Swaps
8. Swaps – Part I: Interest Rate and Currency Swaps
9. Swaps – Part II: Other Swaps
Part IV: Options
10. Options – I: Introduction to Options
11. Options – II: Pricing of Options
12. Options – III: Equity Options Strategies
13. Advanced Options Strategies
14. Options – IV: Real and Other Options
Part V: Other Derivatives and Derivative-like Instruments
15. Other Derivatives; 16. Exchange Traded Funds and Structured Products
Part VI: Accounting, Taxation and Regulatory Framework
17. Accounting and Taxation
18. Infrastructure for Derivatives Trading
19. Regulation of Derivatives Trading an Introduction
Part VII: Portfolio Management and Management of Derivative Risks
20. Portfolio Management and Derivatives
21. Management of Derivative Risks
9781108402712
Derivative Securities
332.6457 / SOM