DERIVATIVES AND RISK MANAGEMENT (Record no. 84797)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01375nam a22001457a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780198089155 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15 R1376 |
| Item number | 401135 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rajiv Srivastava |
| 245 ## - TITLE STATEMENT | |
| Title | DERIVATIVES AND RISK MANAGEMENT |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication | New Delhi |
| Name of publisher | Oxford University Press |
| Date of publication | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 678 |
| 500 ## - GENERAL NOTE | |
| General note | This book provides a comprehensive coverage of the fundamental concepts of the subject, which will be useful to postgraduate students as well as practitioners. The book begins with an introduction to derivatives, forwards and futures, commodity futures, stock and index futures, currency forwards and futures, and then moves on to the study of interest rate and forwards, interest rate futures, and interest rate and currency swaps. This is followed by a study of topics such as options - basics, option pricing - basics, option pricing - binomial model, options - Black Scholes model, and Options Greeks - Sensitivities. Subsequently, the book covers chapters such as volatility and value at risk, hedging with options, options trading strategies, exotic options, interest rate options, options on futures and swaps. Finally, the text covers credit risk, securitization, and credit derivatives, corporate securities and derivatives, real options, weather and energy derivatives, accounting for derivatives, and derivatives disasters. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MBA | CVV Institute of Science and Technology. | CVV Institute of Science and Technology. | 30/04/2024 | Futura 281/30/3/2024 | 1100.00 | 658.15 R1376 D 401135 | 401135 | 30/04/2024 | Books |