TY  - BOOK
AU  - Varma, Jayanth Rama
TI  - Derivatives and risk management
SN  - 9780070604308
U1  - 332.6457 
PY  - 2008///
CY  - Tata Mcgraw-Hill Publishing company
PB  - New Delhi
KW  - Futures
KW  - Futures market
KW  - Options (Finance)
N2  - "This text takes a modern approach to the subject, discusses the traditional as well as emerging models,focuses on intuitive analysis but not at the expense of essential math, and gives a succinct appraisal of the derivatives environment in India and the world. The author takes Risk Neutral Valuation as the central theme of the book. As a future fund and investment manager, the MBA Finance student must have a good idea of the risks which his or her firm would be exposed to and how to use derivatives creatively and analytically to mitigate that risk. Key Features: Text organization : The coverage of DRM is in 22 chapters,each dwelling on a particular topical theme. These topics range from derivative instruments, derivatives markets and market dynamics to models,methodologies and strategies pertaining to derivatives as well as risk management. Risk neutral valuation: This book is based on the idea that by using risk neutral valuation as the central theme,it is possible to understand a great deal about option valuation without knowing too much about diffusion processes and Ito's lemma. Integration of derivatives with risk management-The case studies: This text gives equal importance to derivatives and to risk management. Risk management is a much broader field than derivatives and involves several different perspectives that are strategic in nature. "Global-local" context: In the context of the increasing global openness of Indian financial markets,this book includes an adequate coverage of the world's leading derivative markets while also providing material specific to the Indian."
ER  -