Derivatives and risk management
By: Varma, Jayanth Rama
Material type: 
TextPublisher: New Delhi Tata McGraw Hill Education 2008Description: Various pagination: ill. Includes reference and indexISBN: 9780070604308Subject(s): Derivative securities | Risk management | Future market modelsDDC classification: FP 332.64 Summary: This text takes a modern approach to the subject, discusses the traditional as well as emerging models, focuses on intuitive analysis but not at the expense of essential math, and gives a succinct appraisal of the derivatives environment in India and the world. The author takes Risk Neutral Valuation as the central theme of the book. As a future fund and investment manager, the MBA Finance student must have a good idea of the risks which his or her firm would be exposed to and how to use derivatives creatively and analytically to mitigate that risk.
| Item type | Current location | Item location | Collection | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|---|
| Books | Vikram Sarabhai Library Faculty Publication | Slot 1433 (2 Floor, West Wing) | Reference | FP 332.64 V2D3-1 (Browse shelf) | 1 | Not for Issue | TD | 174514 | |
| Books | Vikram Sarabhai Library Faculty Publication | Slot 1433 (2 Floor, West Wing) | Non-fiction | FP 332.64 V2D3-2 (Browse shelf) | 2 | Checked out | 16/03/2021 | 174515 | |
| Books | Vikram Sarabhai Library Faculty Publication | Slot 1433 (2 Floor, West Wing) | Non-fiction | FP 332.64 V2D3-3 (Browse shelf) | 3 | Available | 174516 |
This text takes a modern approach to the subject, discusses the traditional as well as emerging models, focuses on intuitive analysis but not at the expense of essential math, and gives a succinct appraisal of the derivatives environment in India and the world. The author takes Risk Neutral Valuation as the central theme of the book. As a future fund and investment manager, the MBA Finance student must have a good idea of the risks which his or her firm would be exposed to and how to use derivatives creatively and analytically to mitigate that risk.
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