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    Financial Derivatives

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    Dreamtech Press
    The book provides a clear explanation of derivative instruments and how they can be used for risk management. It includes case studies, illustrations, and demonstrations to strengthen theoretical and practical understanding. Excel solutions of problems help apply the theories. The book serves as an ideal introduction for students new to the subject and an essential reference for those exposed to the field. The author Dr. Manu Sharma has over 12 years experience in finance and currently teaches finance. He has published several other books on finance topics. Dreamtech Press is committed to excellence in management education through high quality content and understanding readers' needs.

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    © All Rights Reserved
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    Financial Derivatives

    Uploaded by

    Dreamtech Press
    365 views2 pages
    The book provides a clear explanation of derivative instruments and how they can be used for risk management. It includes case studies, illustrations, and demonstrations to strengthen theoretical and practical understanding. Excel solutions of problems help apply the theories. The book serves as an ideal introduction for students new to the subject and an essential reference for those exposed to the field. The author Dr. Manu Sharma has over 12 years experience in finance and currently teaches finance. He has published several other books on finance topics. Dreamtech Press is committed to excellence in management education through high quality content and understanding readers' needs.

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    Financial Derivatives

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    The book provides a clear explanation of derivative instruments and how they can be used for risk management. It includes case studies, illustrations, and demonstrations to strengthen theoretical and practical understanding. Excel solutions of problems help apply the theories. The book serves as an ideal introduction for students new to the subject and an essential reference for those exposed to the field. The author Dr. Manu Sharma has over 12 years experience in finance and currently teaches finance. He has published several other books on finance topics. Dreamtech Press is committed to excellence in management education through high quality content and understanding readers' needs.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    365 views2 pages

    Financial Derivatives

    Uploaded by

    Dreamtech Press
    The book provides a clear explanation of derivative instruments and how they can be used for risk management. It includes case studies, illustrations, and demonstrations to strengthen theoretical and practical understanding. Excel solutions of problems help apply the theories. The book serves as an ideal introduction for students new to the subject and an essential reference for those exposed to the field. The author Dr. Manu Sharma has over 12 years experience in finance and currently teaches finance. He has published several other books on finance topics. Dreamtech Press is committed to excellence in management education through high quality content and understanding readers' needs.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    DREAMTECH

    MANAGEMENT TEXTBOOKS

    ISBN: 9789351197935 | Pages: 272 | Authors: Dr. Manu Sharma, DT Editorial Services | Price: Rs. 349/

    Book Description
    The book Financial Derivatives: A Case Study Based Learning is primarily designed for learners who want to make a career in
    the field of financial management. It provides a clear and concise explanation of different derivative instruments and how
    these instruments can be used for the purpose of risk management. The book also includes a number of case studies,
    numerical illustrations, and graphical demonstrations to strengthen the theoretical and practical understanding of the
    learners. In addition, Excelbased solutions of practical problems given in the book help the learners in applying the theories
    to practical applications. The book serves as an ideal introduction for students who are new to the subject and an essential
    reference for students who are already exposed to this field.

    About the Authors


    Dr. Manu Sharma, has more than 12 years of professional experience in various fields of finance, such as investment banking,
    M&A, financial derivatives and financial engineering, security analysis, and capital market. He has worked in a number of
    financial organizations, including Trudeau & Trudeau Associates and GE Capital International Services. Currently, he is a
    faculty in the finance department of the University Institute of Applied Management Science, Punjab University, India. Dr.
    Sharma completed his Bachelor of Engineering (Chemical) from the Punjab University in 1999. He did his MBA (Finance) from
    the University of Massachusetts, Boston in 2002. He also completed his Doctorate in Finance from the SMC University,
    Switzerland in 2009. His books include Mergers & Acquisitions and Corporate Valuation: An Excel Based Approach, Risk
    Management with Financial Derivatives, and Due Diligence in Private Equity.
    DT Editorial Services has seized the market of management books, bringing excellent content in management education to
    the fore. The team is committed to excellenceexcellence in quality of content, excellence in the dedication of its authors
    and editors, excellence in the attention to detail, and excellence in understanding the needs of its readers.

    Table of Contents
    1: Fundamentals of Options
    1.1
    1.2
    1.3
    1.4
    1.5
    1.6
    1.7

    Fundamentals of Options
    Long Call Option
    Short Call Option
    Long Put Option
    Short Put Option
    Value of Option
    IntheMoney, AttheMoney, and OutoftheMoney

    2: Binomial Option Pricing Model


    2.1 Binomial Option Pricing Model
    2.2 Single Stage Binomial Call Option Pricing Model
    2.3 Double Stage Binomial Call Option Pricing Model
    2.4 Put Option Binomial Pricing Model
    2.5 Arbitrage in Binomial Option Pricing Model
    3: BlackScholes Option Pricing Model
    3.1 BlackScholes Option Pricing Model
    3.2 Options Variables
    3.3 PutCall Parity
    3.4 Arbitrage In Options
    3.5 Delta and Gamma Hedging
    4: Advanced OptionBased Hedging Strategies
    4.1 Bullish Option Strategies
    4.2 Bearish Option Strategies
    4.3 Neutral Option Strategies
    5: Currency Options
    5.1 Introduction to Currency Options
    5.2 Long Currency Calls
    5.3 Short Currency Calls
    5.4 Long Currency Put Options
    5.5 Short Currency Put Options
    5.6 Currency Options Strategies
    5.7 PutCall Parity in Currency Options
    5.8 GarmanKohlhagen Foreign European Style Currency
    Option Pricing Model
    6: Interest Rate Options
    6.1 Interest Rate Options
    6.2 Interest Rate Long Call Options
    6.3 Interest Rate Short Call Options
    6.4 Interest Rate Long Put Options
    6.5 Interest Rate Short Put Options
    6.6 Caplets
    6.7 Florets
    6.8 Black Model For Pricing Interest Rate Options

    7.2
    7.3
    7.4
    7.5
    7.6
    7.7
    7.8
    7.9
    7.10
    7.11
    7.12

    Long Hedging with Futures Contracts


    Marked to Market Analysis of Long Futures Contracts
    Short Hedging
    Marked to Market Analysis of Short Futures Contracts
    Perfect Hedging and Cross Hedging
    Hedge Ratio
    Basis Hedge
    Introduction to Forward Contracts
    Valuation of Forward/Futures Contracts
    Arbitrage on Forward/Futures Contracts
    Options on Futures

    8: Currency Forwards and Futures


    8.1 Introduction to Currency Futures
    8.2 Long Currency Futures
    8.3 Short Currency Futures
    8.4 Valuation of Currency Futures Contracts
    8.5 Basis Currency Risk and Basis Currency Hedging
    8.6 Hedge Ratio for Currency Futures Contracts
    8.7 Introduction to Currency Forward Contracts
    8.8 Long Hedging Currency Forward Contracts
    8.9 Short Hedging Currency Forward Contracts
    8.10 Valuation of Currency Forward Contracts
    8.11 Arbitrage in Currency Forwards/Futures
    8.12 NonDeliverable Forward Contracts
    9: Interest Rate Futures
    9.1 Introduction to Interest Rate Futures
    9.2 Valuation of Bonds
    9.3 Treasury Bill 91 Days Maturity (ShortTerm Bond)
    9.4 Treasury Bonds 7% SemiAnnual 10 Years Maturity
    (LongTerm Bond)
    9.5 Short Hedging with Interest Rate Futures
    9.6 Long Hedging with Interest Rate Futures
    9.7 Hedge Ratio
    10: Swaps
    10.1 Interest Rate Swap
    10.2 Structuring Interest Rate Swaps
    10.3 Pricing of Interest Rate Swap at Outset
    10.4 Value of Interest Rate Swap during its Life
    10.5 Introduction to Currency Swap
    10.6 Determining Coupon Rates in Currency Swap
    10.7 Valuation of Currency Swap
    10.8 Swaption: Options on Interest Rate Swap
    10.9 Credit Default Swap (CDS)
    10.10 Total Return Swap

    7: Futures and Forward Contracts


    7.1 Introduction to Futures Contract
    Published by:

    DREAMTECH PRESS
    19-A, Ansari Road, Daryaganj
    New Delhi-110 002, INDIA
    Tel: +91-11-2324 3463-73, Fax: +91-11-2324 3078
    Email: [email protected]
    Website: www.dreamtechpress.com

    Books are
    available on:

    WILEY INDIA PVT. LTD.


    4435-36/7, Ansari Road, Daryaganj
    New Delhi-110 002, INDIA
    Tel: +91-11-4363 0000, Fax: +91-11-2327 5895
    Email: [email protected]
    Website: www.wileyindia.com

    Distributed by:

    Regional Offices: Bangalore: Tel: +91-80-2313 2383, Fax: +91-80-2312 4319, Email: [email protected]
    Mumbai: Tel: +91-22-2788 9263, 2788 9272, Telefax: +91-22-2788 9263, Email: [email protected]
    /dtechpress

    /dtechpress

    /dreamtechpress

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