Financial Derivatives

Course Name: 

Financial Derivatives (MBA833)

Programme: 

MBA

Category: 

Elective Courses

Credits (L-T-P): 

(3-0-0) 3

Content: 

Introduction - Forward Contracts, Future Contracts, Options, Swaps And Other Derivatives; Operation Of Margins; Sources Of Financial Risk: Foreign Exchange Risk, – Options Warrants And Convertibles. – Futures - Future Contracts; Future Markets - Clearing House, Margins, Trading, Future Positions And Taxation; Future Prices And Spot Prices; - Currency Derivatives- Interest Rate Derivatives- Term-Structure and Pricing Principles, Trading Strategies. - Managing Market Risk - Hedging Schemes - Portfolio Insurance. - Derivatives Market In India

References: 

Chance, Don M: An Introduction to Derivatives, Dryden Press, International Edition.
Chew, Lilian: Managing Derivative Risk, John Wiley, New Jersey.
Hull, J.: Options: Futures and other Derivatives, Prentice Hall, New Delhi.

Department: 

School of Management
 

Contact us

K B Kiran, Professor and Head
School of Management, NITK, Surathkal
Srinivasanagar P.O, Mangalore - 575025
Karnataka, India.

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