Page 188 - DMGT513_DERIVATIVES_AND_RISK_MANAGEMENT

Unit 13: Risk Management with Derivatives II

Answers: Self Assessment Notes

1. Underlying 2. European
3. face value 4. 1982
5. monetary 6. historical

7. VaR 8. probability
9. Historical simulations 10. time series
11. Risk management 12. data and information
13. RMIS 14. Risk governance
15. Senior management

13.8 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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