Derivatives
T. V. Somanathan
Derivatives by T. V. Somanathan - 2nd Edition - Cambridge University Press - xix, 326 pages; illustrations: 24 cm.
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
This book provides a comprehensive but concise treatment of the subject of Derivatives. It focusses on making essential concepts accessible to a wider audience. The book eschews complicated mathematics and high school level mathematics is sufficient to understand it. It describes and explains various derivative instruments, their use and pricing, and the functioning of derivative markets. It uses a large number of examples to elucidate concepts and illustrate their real life application. A distinguishing feature of the book is that it goes beyond the narrow perspective of derivative traders and investors and takes a broader approach which enhances its appeal to a range of readers.
Derivatives will be useful for students in the fields of economics, econometrics, derivatives, and finance and financial professionals, bankers and investors.
9781108402712
Business Finance
332.6457
Derivatives by T. V. Somanathan - 2nd Edition - Cambridge University Press - xix, 326 pages; illustrations: 24 cm.
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
This book provides a comprehensive but concise treatment of the subject of Derivatives. It focusses on making essential concepts accessible to a wider audience. The book eschews complicated mathematics and high school level mathematics is sufficient to understand it. It describes and explains various derivative instruments, their use and pricing, and the functioning of derivative markets. It uses a large number of examples to elucidate concepts and illustrate their real life application. A distinguishing feature of the book is that it goes beyond the narrow perspective of derivative traders and investors and takes a broader approach which enhances its appeal to a range of readers.
Derivatives will be useful for students in the fields of economics, econometrics, derivatives, and finance and financial professionals, bankers and investors.
9781108402712
Business Finance
332.6457