Page 5 - DMGT513_DERIVATIVES_AND_RISK_MANAGEMENT

CONTENT

Unit 1: Introduction to Derivatives 1
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Unit 2: Evolution of Derivatives in India 12
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Unit 3: Forward Contracts 25
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Unit 4: Future Contracts 37
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Unit 5: Pricing of Future Contracts 49
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Unit 6: Introduction to Options 60
Mahesh Kumar Sarva, Lovely Professional University

Unit 7: Option Strategies and Pay-offs 74
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Unit 8: Option Pricing 104
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Unit 9: Swaps 117
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Unit 10: Interest Rate Derivatives and Euro-Dollar Derivatives 133
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Unit 11: Credit Derivatives 143
Dilfraz Singh, Lovely Professional University

Unit 12: Risk Management with Derivatives I 158
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Unit 13: Risk Management with Derivatives II 172
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Unit 14: Management of Derivatives Exposure 184
Dilfraz Singh, Lovely Professional University