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Unit 11: Credit Derivatives
9. Interest Rate Derivative 10. distribution Notes
11. Risk-return 12. Loan Review Mechanism (LRM)
13. credit quality 14. Heating degree days
15. 1996
11.9 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
www.rbi.org.in
http://www.nseindia.com/content/ncfm/ncfm_modules.htm
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