Risk management by structured derivative product companies eli m. Some more info about financial institutions management a risk. Pdf derivatives and risk management new 2018 slideshare. Rajiv srivastava professor international management institute. For the pricing of stock options, the blackscholesmerton model and some alternatives are presented. Derivatives aintroduction n v vii 1 introduction risk management 1 managing risk 2, types of business risks 3 derivatives 4. Financial management is a comprehensive textbook for management students with a managerial decisionmaking orientation and application of concepts through case studies. Rajiv srivastava is the author of derivatives and risk management 4.
Risk management and corporate governance aspects this section sets out the basic principles of a prudent system to control the risks in derivatives activities. The module will introduce key tools such as derivatives and risk mapping and also discuss the linkages of risk management with the organisational strategic plan. About this title may belong to another edition of this title. Buy financial management book online at low prices in india. Feb 27, 2011 finally, part of the risk cannot be hedged or calculated these risks have to be controlled by restricting the trading the set of unhedgeable investments is model dependent model risk. Buy derivatives and risk management book online at low. In general, these risks are credit risk, market risk, liquidity risk, operations risk and legal risk. In general, these risks are credit risk, market risk, liquidity risk, operations risk. The book contains a wide spectrum of problems, workedout solutions, detailed methodologies, and applied mathematical techniques for which. The trading of derivatives is done in two types of markets.
Prof srivastava has 35 years of experience in working with reputed organizations such as the state bank of. Focuses on managerial applications through case studies of wellknown indian companies. B862 derivatives and risk management open university. Other derivatives payoff of options on futures, binomial model for future options, valuation of futures options blacks model, interest rate options, cap, floor, collar 4% text book. Remolona, william bassett, and in sun geoum he phenomenal growth of the derivatives markets in the last decade and the spate of huge losses there have highlighted the importance of risk management. Financial management by rajiv srivastava and anil misra. Risk management guidelines for derivatives july 1994.
Valuation and risk management deals with the four primary types of derivative contracts. Anil misra is associate professor of accounting and finance at the management development institute mdi, gurgaon. Aug 11, 2018 pdf derivatives and risk management new 2018 1. Thus, students must become familiar with stochastic calculus. This makes it even more important that pension trustees understand the risks. Enter your mobile number or email address below and well send you a link to download the free kindle app. Find out more about derivative securities, risk management and how derivatives could be used to hedge a position and protect against potential losses. Derivatives and risk management by rajiv srivastava solution to unsolved problems chapter 2 p 21 understanding forward contract solution rskg profit or. Besides discussing the particular derivative instruments available in india, the book concentrates on four types of derivativesforward contracts, futures contracts, swap contracts and. A market mainstay amid globalization derivatives are financial instruments in the form of contracts, the value of which is derived from the value of an underlying asset. Derivatives and risk management book oreilly media. Accounting for derivatives and risk management activities. Enter your mobile number or email address below and.
An introduction to derivatives and risk management search trends. Written in a student friendly style, it helps the readers in providing an exhaustive understanding of the various concepts. The textbook deals with the concepts of core finance with emphasis on specialized subareas such as corporate finance, working capital, capital markets, investment decisions, international finance and derivatives and risk management in a studentfriendly format and in a manner that imparts clarity and facilitates easy understanding. Rajiv srivastava is presently professor, financial management, derivatives and risk management, security analysis and portfolio management, and. Risk management by structured derivative product companies. Buy derivatives and risk management book online at low prices. Options, futures, and other derivatives, 7th edition. Busting latest myths advantages wealth maximization. This demand is reflected in the growth of financial derivatives from the standardized futures and options products of the 1970s to the wide spectrum of overthecounter otc products offered and sold in the 1990s. The course gives students a thorough understanding of derivatives, their applications, and selected models for the pricing and risk management of derivatives. However, the responsibility still remains with pension trustees to adopt appropriate derivative risk management processes for their pension schemes. Jan 30, 2009 rajiv srivastava is professor at the indian institute of foreign trade, delhi. Derivatives and risk management introduction over the last 10 years, uk pension funds have increased their usage of derivatives, either directly or through fund. Rajiv srivastava is presently professor, financial management, derivatives and risk management, security analysis and portfolio management, and international financial and forex management, at indian institute of foreign trade, new delhi.
Financial management, 2e by rajiv srivastava, anil misra paperback book, 840 pages see other available editions description financial management is a comprehensive textbook for management students with a managerial decisionmaking orientation and application of concepts through case studies. The text provides extensive and intensive coverage of all the basic principles of derivatives and risk management. Rajiv srivastava, indian institute of foreign trade, new delhi rajiv srivastava is presently professor, financial management, derivatives and risk management, security analysis and portfolio management, and international financial and forex management, at indian institute of foreign trade, new delhi. Gallery you may want to see this photo of financial valuation insurance dont get valuation insurance pricing yet, first read this you wont find a better image of insurance pricing pdf i had been looking at pricing pdf ppt for years great new summary of pdf ppt otc. The cme attributed the shortfalls to increased volatility, without identifying either the parties or the positions involved. Prof srivastava has 35 years of experience in working with reputed organizations such as the state bank of india, rajasthan breweries, cmc ltd and flex. Derivatives and risk management rajiv srivastava professor indian institute of foreign trade new delhi qxjford university prkss. Financial derivatives are discussed in terms of their valuation, analysis and. Includes topics such as weather derivatives, accounting for derivatives, and derivatives disasters. Buy derivatives and risk management book online at low prices in. Financial management book by rajiv srivastava best price.
The module will also introduce enterprise risk management processes and the implications of international financial reporting standards ifrs for financial risk management. Derivatives and risk management by rajiv srivastava solution to unsolved problems chapter 2 p 23 cashncarry arbitrage with futures solution with annual compounding the cost of futures contract should be. The textbook deals with concepts of core finance with emphasis on specialized subareas. Rajiv srivastava is professor at the indian institute of foreign trade, delhi. It avoids extensive and difficult mathematics, and instead focuses more on intuitive understanding on how to value each contract, and how to compute the relative price. Derivatives and risk management by rajiv srivastava. International journal of accounting and information management. Certification assurancetm crma operational molson coors. Derivatives and risk management is a comprehensive textbook designed to meet the requirements of the post graduate management students specializing in finance.
The use of financial derivatives in risk management purposes of nonfinancial firms in bosnia and herzegovina 1 adnan rov canin 2 aida hani c3 abstract the financial system in bosnia and herzegovina is bank centered which follows the continental model, where banks play a leading role and in the case of bih it means the bank participation of. Provides a thorough understanding of the basic concepts of derivatives and risk management. Download ebook derivatives and risk management, by rajiv srivastava. About the book to find out more and read a sample chapter see the catalogue. Nov 26, 2019 find out more about derivative securities, risk management and how derivatives could be used to hedge a position and protect against potential losses. Includes examples, exhibits, and illustrations interspersed in the text.
Derivatives and risk management provides readers with a thorough knowledge of the functions of derivatives and the many risks associated with their use. This book provides a comprehensive coverage of the fundame. Unsolved problems 18 derivatives and risk management by. Author name of the book publisher edition r1 john c. Advanced derivatives pricing and risk management 1st edition. Description this book provides a comprehensive coverage of the fundamental concepts of the subject, which will be useful to postgraduate students as well as practitioners. Carries a number of sideboxes that highlight the crux of key concepts discussed in each section. Finally, part of the risk cannot be hedged or calculated these risks have to be controlled by restricting the trading the set of unhedgeable investments is model dependent model risk. Sep 12, 2011 rajiv srivastava is professor at the indian institute of foreign trade, delhi. Derivatives and risk management by rajiv srivastava, 9780198089155, available at book depository with free delivery worldwide. Derivatives and risk management, international financial management, security analysis and portfolio management, and. Chapter 2 derivatives and risk management by rajiv srivastava c oxford university press, 2014.
Advanced derivatives pricing and risk management covers the most important and cuttingedge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. Rajiv srivastava author of derivatives and risk management. Brigham ehrhardt e solutions derivatives rajiv srivastava pdf. Prof srivastava has 35 years of experience in working with reputed organizations such as the. The textbook deals with the concepts of core finance with emphasis on specialized subareas such as corporate finance, working capital, capital markets, investment decisions, international finance and derivatives and risk management in a studentfriendly format and in a manner that imparts clarity and facilitates easyunderstanding. Derivatives and risk management, 2e is a very comprehensive textbook designed to cater to the syllabi requirements of financial management students. Hull futures and option markets pearson education latest edition r2 rene m.
Document samples smsf derivatives risk statement pursuant to sis regulation. Derivatives and risk management rajiv srivastava oxford. The basic risks associated with derivatives transactions are not new to banking organisations. Derivatives valuation dubofsky derivatives rajiv srivastava. Derivativesaintroduction n v vii 1 introductionrisk management 1 managing risk 2, types of business risks 3 derivatives 4 derivative products 6 classification of derivatives 6 participants in derivative markets 9 evolution of derivatives 11 functions of derivative markets 16 misuses, criticism of derivatives 18 2.
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