Derivatives and Risk Management

Derivatives and Risk Management

Author: Dhanesh Kumar Khatri
Subject: General
350.00 INR

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Other Details

ISBN 9789350590997
Boards All
Binding Paperback
Imprints Macmillan Publishers India
Edition 1
Language English

About the Book

This book presents a detailed analysis of theoretical concepts and practical approach in derivatives – option, futures, forward, swap. It provides a deeper insight into the conceptual background as well as practical application of derivatives. Apart from discussing stock, index and commodity derivatives, the book discusses currency, energy and weather derivatives that are of recent origin.

Practical application of derivatives as a strategy for risk management and speculation has been explained using real-life prices of shares, index, commodities, currencies and derivatives based on these underlying assets. The book contains a good number of solved and unsolved questions on valuation of derivatives, risk management and strategic application of derivatives.

Salient Features

• Exhaustive and comprehensive coverage to all topics on derivatives – option, futures, forward, swap and others

• Complete coverage to stock, index, commodity, currency derivatives practices in India

• Solved and unsolved questions, annotations, box items and chapter end highlights

• Step-by-step explanation of valuation aspects of derivatives

• Strategic application of derivatives in risk management using real-life data

• Discussion on weather, energy and credit derivatives

• Glossary of derivatives

• Separate question bank

About Author

Dhanesh Kumar Khatri, MBA, PhD (Finance), PGDFM, has over 22 years of teaching and professional experience. At present, he is the Head, Department of Finance at Institute of Management Studies, B J S Rampuria Jain College, Bikaner. Dr. Khatri started his career with Stock Holding Corporation of India Ltd., Mumbai (SHCIL) in the year 1989 and had a good exposure to practical aspects of financial accounting, money market and capital market operations as well derivatives, with special focus on the functioning of depository systems.

He has authored three books Security Analysis and Portfolio Management (SAPM), Investment Management and Security Analysis (IMSA), and Financial Accounting. Dr Khatri has been a Visiting Professor at many reputed institutions including Institute of Agri-Business Management, RAU, Bikaner; Faculty of Management, MNIT, Jaipur; Faculty of Management Studies, MLS University, Udaipur; Faculty of Management, JECRC, Jaipur.

His articles on contemporary issues and research on capital market and money market have been published in leading journals. He continues to pursue research in the areas of accounting, finance, capital market, and money market. He has completed two minor research projects and organized a national level seminar sponsored by UGC. He has successfully guided PhD students in the past and more students are currently doing their research under his supervision.
Table of Contents

  • Chapter One: Financial Markets And Derivatives

    Chapter Two: Derivatives: An Introduction

    Chapter Three: Derivatives Trading In India: An Overview

    Chapter Four: Risk And Derivatives Based Hedging Strategies

    Chapter Five: Strategies Using Derivatives: Combination And Spread

    Chapter Six: Valuation Of Option

    Chapter Seven: Valuation Of Futures

    Chapter Eight: The Greeks Of Option

    Chapter Nine: Interest Rate Derivatives: An Overview

    Chapter Ten: Currency Derivatives

    Chapter Eleven: Commodity Derivatives

    Chapter Twelve: Paradigm Shift In Derivatives Market – Weather, Energy And Credit Derivatives