Derivatives and Risk Management

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Through the incorporation of real-life examples from Indian organizations, Derivatives and Risk Management provides cutting-edge material comprising new and unique study tools and fresh, thought-provoking content. The organization of the text is designed to conceptually link a firm’s actions to its value as determined in the derivatives market. It addresses the specific needs of Indian students and managers by successfully blending the best global derivatives and risk management practices with an in-depth coverage of the Indian environment. Key Features Each chapter begins with a feature called ‘The Situation’, in which managers in a fictitious company must make certain key decisions in the derivatives market Details about the Indian derivatives market, including the latest data from the various stock exchanges The chapters are interspersed with boxes that provide interesting facts related to the topic discussed in the chapter Examples and case studies drawn from organizations based in India offer an extensive viewof the functioning style of Indian companies across diverse sectors Net-wise Exercises expose students to online data so that they can access a wealth of information on various additional topics related to the chapter and also apply the chapter concepts to this data. Table Of Contents Preface PART 1 – BASIC PRINCIPLES OF DERIVATIVES 1. Risk Management with Derivatives 2. Derivative Markets 3. Derivative Market Regulation in India 4. Forward and Futures Instruments 5. Swap Instruments 6. Option Instruments 7. Derivative Option Strategies PART 2 – APPLICATION OF DERIVATIVE PRODUCTS 8. Commodity Market Derivative Instruments 9. Equity Market Derivative Instruments 10. Interest Rate Derivative Instruments 11. Currency Derivative Instruments PART 3 – ADDITIONAL DERIVATIVE PRODUCTS 12. Credit Derivative Instruments 13. Real Options 14. Exotic Options PART 4 – PRICING DERIVATIVE PRODUCTS 15. Pricing Futures 16. Pricing Options 17. Pricing Swaps PART 5 – DERIVATIVE RISK MANAGEMENT 18. Market Risk 19. Measuring Risk Characteristics of Derivative Instruments 20. Derivative Hedge Accounting Glossary Index