Page 121 - DMGT513_DERIVATIVES_AND_RISK_MANAGEMENT

Derivatives & Risk Management

Notes Answers: Self Assessment

1. price 2. option premium
3. stock 4. risk-free
5. present value 6. European

7. arbitrage-based pricing 8. discounted
9. arbitrage 10. Put-call parity
11. True 12. False
13. False 14. True
15. True

8.7 Further Readings

Books Apte, P.G., International Financial Management, Tata McGraw-Hill Publishing
Avadhani,V.A. : Securities Analysis and Portfolio Management.
Avadhani,V.A. : Capital Market Management.
Avadhani,V.A. : Investments and Securities Markets in India.

Bhole,L.M. : Financial Institutions and Markets.
Chance, Don M: An Introduction to Derivatives, Dryden Press, International Edition
Chew, Lilian: Managing Derivative Risk, John Wiley, New Jersey.
Company Limited, New Delhi, 1997.

Das, Satyajit: Swap & Derivative Financing, Probus.
"Derivatives Market" NCFM Module, NSE India Publications
FRB, "Overview of Derivative Disclosures by Major US Banks," Federal Reserve

Online links www.managementstudyguide.com
www.nse.org
www.ncfm-india.com
http://www.nseindia.com/content/ncfm/ncfm_modules.htm

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