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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
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