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Fundamentals Of Financial Derivatives, 2Nd Ed: Management

Fundamentals Of Financial Derivatives, 2Nd Ed: Management

          
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About the Book

This book has been primarily intended for the newcomer to the world of Derivatives. The aim is to provide a different approach to the learning of the complex instruments because many students and practitioners find Financial Derivatives too complex to understand in the beginning. The book deals with the basic techniques of risk management and derivatives. Encouraged by the overwhelming success of the first edition, the second edition has been brought out. The book figured in the top 10 management bestsellers of Business World (August 8, 2009). In response to the request by students, more practical examples have been included in the 2nd edition. Also, a chapter on the widely popular concept of Real Options has been included as also sections on Portfolio Insurance and FEX Derivatives. To help the students to understand the concepts better, a question bank containing frequently asked questions on derivatives and suggested answers thereto has been included.

Highlights of the Second Edition
The text has been written in a simple style with solved examples. Complex mathematical derivations have
been kept out, without hampering the learning process. The other key features of the book are:
1. Simple, concise narrative.
2. Learning objectives appearing at the beginning of each chapter provide an overview of the specific chapter.
3. Plenty of examples of various instruments and their uses to lay emphasis on practical understanding.
4. Practical examples from the Indian Derivatives markets.
5. Questions provided at the end of each chapter are divided into Objective-Type Exercises (multiple-choice and true-false questions) and Review Questions.
6. Frequently asked questions on derivatives with answers provided at the end of the book.
7. Glossary detailing all the essential terms in derivatives.
8. Bibliography consists of references for further reading.
9. Index provides the page references for the different key words used in the chapters.

Companion CD contains:
1. PowerPoint presentations of all the chapters
2. Excel sheets showing analysis of derivatives of select companies from the Indian stock markets.
3. MS excel-based Black-Scholes calculator.
4. MS excel-based Black-Scholes calculator showing step-wise calculations.

About the Author

N. R. Parasuraman (B.Com, LLB, FCS, FICWA, PhD) is presently the Dean (Academics) and Professor of Finance at SDM Institute for Management Development, Mysore. He is also an Adjunct Faculty of Finance at the Indian Institute of Management, Kozhikode. He has an experience of over 27 years in diverse areas of Finance - both academic and corporate. His diverse corporate experience includes being Company Secretary of Federal Bank Ltd. for 5 years, Finance Manager of KEK group of Companies, Trivandrum and as a Securities Analyst for Joindre Capital Services, Mumbai. He has published 25 papers and concept articles in various journals of repute. He has been in full-time academics for the last 11 years. His special areas of teaching and research are Strategy, Financial Derivatives and Multinational Finance. In recent years, he has established a reputation for simple and focused programs in Finance and has successfully run these in many corporate houses.



Table of Contents:
· Introduction to Derivatives Markets · Forwards and Futures · Types of Options · Principles of Option Pricing - Put-Call Parity · The Binomial Model for Pricing of Options · The Black-Scholes Model · Volatility and Implied Volatility from the Black-Scholes Model · Exotic Options - An Introduction · Introduction to Options Greeks and Basic Delta Hedging · Interest Rate Derivatives and Eurodollar Derivatives · Swaps · Credit Derivatives · Real Options · Risk Management with Derivatives


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Product Details
  • ISBN-13: 9788126520756
  • Publisher: Wiley India Pvt Ltd
  • Binding: Paperback
  • No of Pages: 332
  • ISBN-10: 8126520752
  • Publisher Date: 2009
  • Language: English
  • Sub Title: Management

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