An introduction to derivative securities, financial markets, and risk management / Robert A. Jarrow, Conell University, Arkadev Chatterjea, The University of North Carolina at Chapel Hill.
By: Jarrow, Robert A.
Contributor(s): Chatterjea, Arkadev.
Material type:
BookPublisher: New York : W. W. Norton and Company, 2013.Edition: 1st Indian reprint.Description: xxxiii, 798 p. : ill. (some color) ; 26 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9788130923390; 9780393913071 (hbk.); 0393913074 (hbk.).Subject(s): Derivative securities | Financial institutions | Capital market | Risk managementDDC classification: 332.6457 | Item type | Current location | Call number | Copy number | Status | Date due |
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Monograph
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Indian Institute of Management Udaipur A6/5 | 332.6457 (Browse shelf) | 1 | Available |
Includes bibliographical references (pages R1-R7) and index.
Preface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management -- .
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