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Derivatives 2nd Revised edition [Pehme köide]

, (Singapore Management University),
  • Formaat: Paperback / softback, 342 pages, kõrgus x laius x paksus: 228x150x20 mm, kaal: 440 g, Worked examples or Exercises
  • Ilmumisaeg: 24-Nov-2017
  • Kirjastus: Cambridge University Press
  • ISBN-10: 1108402712
  • ISBN-13: 9781108402712
Teised raamatud teemal:
  • Formaat: Paperback / softback, 342 pages, kõrgus x laius x paksus: 228x150x20 mm, kaal: 440 g, Worked examples or Exercises
  • Ilmumisaeg: 24-Nov-2017
  • Kirjastus: Cambridge University Press
  • ISBN-10: 1108402712
  • ISBN-13: 9781108402712
Teised raamatud teemal:
This book provides a comprehensive but concise treatment of the subject of derivatives. It focuses 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. This book will be useful for students in the fields of economics, econometrics, derivatives, and finance and financial professionals, bankers and investors.

Provides a comprehensive, concise treatment of the subject of derivatives and focuses on making essential concepts accessible to a wider audience. Describes and explains various derivative instruments, their use and pricing, and the functioning of derivative markets. Uses examples to elucidate concepts and illustrate their real-life application.

Muu info

A comprehensive, concise treatment of the subject of derivatives focusing on making essential concepts accessible to wider audiences.
List of Tables, Figures and Boxes
ix
Foreword xiii
Preface to the First Edition xv
Preface to the Second Edition xvii
Acknowledgements xix
Part-I Introduction
1 Introduction
3(18)
2 Some Basic Concepts
21(16)
Part-II Forwards and Futures
3 Futures and Forwards
37(14)
4 Futures Trading: Pricing and Hedging
51(37)
5 Interest Rate Futures
88(25)
6 Currency Futures
113(7)
7 Futures on Equities
120(15)
Part-III Swaps
8 Swaps - Part I: Interest Rate and Currency Swaps
135(8)
9 Swaps - Part II: Other Swaps
143(12)
Part-IV Options
10 Options -1: Introduction to Options
155(24)
11 Options - II: Pricing of Options
179(15)
12 Options - III: Equity Options Strategies
194(10)
13 Advanced Options Strategies
204(21)
14 Options - IV: Real and Other Options
225(10)
Part-V Other Derivatives and Derivative-like Instruments
15 Other Derivatives
235(6)
16 Exchange Traded Funds and Structured Products
241(16)
Part-VI Accounting, Taxation and Regulatory Framework
17 Accounting and Taxation
257(25)
18 Infrastructure for Derivatives Trading
282(11)
19 Regulation of Derivatives Trading: An Introduction
293(8)
Part-VII Portfolio Management and Management of Derivative Risks
20 Portfolio Management and Derivatives
301(6)
21 Management of Derivative Risks
307(11)
Bibliography 318(3)
Index 321
T. V. Somanathan is Additional Secretary in the Prime Minister's Office of the Government of India. He was till recently Director with the World Bank, Washington, having first joined the Bank under its Young Professionals Program and worked in the Bank in different stints as Financial Economist and Manager for Budget Policy. He is also a member of the Indian Administrative Service (IAS) and has served in a variety of policy-making positions in State and Union governments in India. He has published over 80 academic papers and newspaper articles on economics, finance and public policy. He has co-authored, with V. Anantha-Nageswaran, The Economics of Derivatives (Cambridge) which was published in 2015 to much critical acclaim. V. Anantha-Nageswaran teaches International Economics and Financial Markets at the Singapore Management University, at Indian Institute of Management, Bangalore and Indore and at the SP Jain Center for Management in Singapore. He has authored Policy Studies on the feasibility of a free trade agreement between India and China, on the financial systems of India and China and a policy brief on the recommendations of the Financial Sector Legislative Reforms Commission (India) for the Takshashila Institution. He is the author, with T. V.Somanathan, of The Economics of Derivatives (Cambridge, 2015). Harsh Gupta is chief investment officer at Ashika Investement Managers in Mumbai, India. He has an M.B.A (INSEAD), B.A. Economics (Dartmouth) and is a Chartered Financial Analyst and Financial Risk Manager. He has worked as a management consultant at Bain and Company in London and Houston, and for Massachusetts Institute of Technology Poverty Action Lab as a Research Associate. He writes about policy issues for Mint.