Somanathan, T. V.,

Derivatives / T.V. Somanathan, V. Anantha Nageswaran, Harsh Gupta. - 2nd edition. - pages cm

Earlier edition: 1998.

Includes bibliographical references and index.

Table of contents
List of tables, Figures and boxes; Foreword; Preface to the first edition; Preface to the second edition; Acknowledgements; 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; Bibliography; About the authors.

"Provides a comprehensive but concise treatment of the subject of Derivatives"--

9781108416207 (hardback : alk. paper) 9781108402712 (pbk. : alk. paper)

2017025020


Derivative securities.

HG6024.A3 / S6628 2017

346.0666 SOM-1