Financial Derivatives
Course Name:
Financial Derivatives (MBA833)
Programme:
MBA
Category:
Elective Courses
Credits (L-T-P):
(3-0-0) 3
Content:
Introduction - Forward Contracts, Future Contracts, Options, Swaps And Other Derivatives; Operation Of Margins; Sources Of Financial Risk: Foreign Exchange Risk, – Options Warrants And Convertibles. – Futures - Future Contracts; Future Markets - Clearing House, Margins, Trading, Future Positions And Taxation; Future Prices And Spot Prices; - Currency Derivatives- Interest Rate Derivatives- Term-Structure and Pricing Principles, Trading Strategies. - Managing Market Risk - Hedging Schemes - Portfolio Insurance. - Derivatives Market In India
References:
Chance, Don M: An Introduction to Derivatives, Dryden Press, International Edition.
Chew, Lilian: Managing Derivative Risk, John Wiley, New Jersey.
Hull, J.: Options: Futures and other Derivatives, Prentice Hall, New Delhi.
Department:
School of Management
