Journals Higher Education



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Published: 24 June 2014

680 Pages | 150 figures

ISBN: 9780198089155

Bookseller Code (06)

Derivatives and Risk Management

Second Edition

Rajiv Srivastava

  • Provides a thorough understanding of the basic concepts of derivatives and risk management
  • Includes topics such as weather derivatives, accounting for derivatives, and derivatives disasters
  • Includes pedagogical features such as solved problems, end-chapter questions and problems, and a recapitulation of the topics covered
  • New chapters on interest rate and forwards, volatility and value at risk, corporate securities and derivatives, real options, and derivatives disasters
  • New sections such as Monte Carlo simulation, futures contract on T-bills in India, interest rate markets, term structure of interest rates (yield curve), bootstrapping method, continuous compounding, naked call, credit value at risk, valuation of CDS - Merton model, securitization, and structured credit derivatives
  • Improved explanations and coverage

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