Financial Derivatives & Risk Management offers a comprehensive exploration of modern financial risks and the pivotal role of derivatives in mitigating them. Designed for students, professionals, and researchers, this book bridges theory and practice, covering interest rate, credit, liquidity, market, and technological risks. It demystifies derivatives – forwards, futures, options, swaps – through valuation models like Black-Scholes and binomial frameworks. Real-world examples, case studies, and a dedicated focus on India's regulatory landscape enrich the content, equipping readers to navigate risk management complexities and leverage derivatives effectively in dynamic markets.
Salient Features
- In-depth analysis of multifaceted financial risks and mitigation strategies.
- Detailed mechanics of derivatives, including pricing and valuation models.
- Real-world case studies and practical applications.
- Focus on India’s derivatives market, regulations, and trading mechanisms.
- Balance of theoretical rigor with actionable insights for diverse audiences.
UNIT I – Introduction to Risk Management
- Role of Financial Institutions
- Basics of Risk Management
- Risk Identification
UNIT II – Measurement of Risk Management
- Measurement of Interest Rate Risk and Credit Risk
- Measurement of Liquidity Risk and Market Risk
- Measurement of Technological Risk and Off-Balance Sheet Risk
UNIT III – Management of Risk
- Management of Interest Rate Risk and Credit Risk
- Management of Liquidity Risk and Market Risk
- Management of Technological and Off-Balance Sheet Risk
UNIT IV – Fundamental of Financial Derivatives
- Basics of Financial Derivatives & Market
- Mechanism of Forward and Futures
UNIT V – Valuation & Trading of Derivatives
- Pricing and Valuation of Option and Swap
- Derivatives Market & Trading Mechanism
- Derivatives Regulation, Risk, and Trading System
ISBN13:
978-93-49290-63-1
Weight:
0.00
Edition:
1st Edition
Language:
English
Title Code:
1340