The book deals with derivatives and their pricing, keeping the Indian regulatory and trading Designed as a text for postgraduate students of management, commerce, and financial studies, this compact text clearly explains the subject without the mathematical complexities one comes across in many textbooks.

Stock Index Futures - Charles M. S. Sutcliffe - Google Livres

The book deals with derivatives and their pricing, keeping the Indian regulatory and trading environment as the backdrop. The book first introduces the readers to the derivatives market and the quantitative foundations. Then it goes on to give a detailed description of the Forward Agreements, Interest Rate Futures, and Stock Index Futures and Swaps.

The text also focuses on Options—Option Pricing, Option Hedging and Option Trading Strategies. It concludes with a discussion on OTC derivatives.

The application of each derivative product is illustrated with the help of solved examples. Practice problems are given at the end of each chapter.

A detailed glossary, important formulae and major website addresses are included in the book. This book would also be of immense benefit to students pursuing courses in CA, ICWA and CFA.

Fundamentals of Financial Futures Forward Rate Agreements Interest Rate Futures Stock Index Futures Options Trading Strategies Foreign Exchange Derivatives Over the Counter Products Case Studies on Derivative Misfortunes Options Hedging Strategies KUMAR PHI Learning Pvt.

The Quantitative Foundations