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Book Details

Risk Management (Finance Elective)

Risk Management (Finance Elective)

Published by SIA Publishers and Distributors (P) Ltd.

Course Code : MBA IV-Sem (JNTU-H)
ISBN : 9700112233316
Author : SIA PUBLISHERS
University : Jawaharlal Nehru Technological University, Hyderabad (JNTUH)
Regulation : 2020
Categories : Management
Format : ico_bookPDF (DRM Protected)
Type :

eBook

Rs.119 Rs.84 Rs.30% off

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Description :

UNIT- I

Introduction to Risk Management: Risk Management Overview - Types of Risks -Impact of Risk on

Organizations- Scope of Risk Management- Risk Management Levels, Risk Management Process - Risk

Models- Risk Identification and Measurement.

UNIT - II

Risk Management and Measurement: Risk Management Tools, Regulatory Framework - Capital Adequacy

Requirements - Interest Rate Risk, Liquidity Risk, Market Risk, Credit Risk, Exchange Rate Risk, Value at Risk

(VaR), Cash Flow at Risk (CaR).

UNIT- III

Risk Management Techniques - Forward and Future Contracts: Pricing Forward Contracts, Foreign

Currency Forward Contract, Commodity Forward Contract, Counterparty Risk in the Forward Contract, Future

Contracts, Cash Vs Physical Delivery, Pricing Future Contracts, The Role of Expected Future Spot Price, Impact

of Financial Market Imperfections.

UNIT- IV

Risk Management Techniques - Options: Structure of Option Market, Types of Options, Option Strategies,

Exercise Price and Option Values, Principles of Call Option Pricing and Put Option Pricing, Put - Call Parity

theorem, Option Values and Cash Payouts, Option Pricing, Arbitrage Pricing and the Binomial Model, The

Black- Scholes and Mertin Model.

UNIT - V

Risk Management Techniques – SWAPS: SWAP Market and its Evolution, Pricing and Valuing - Interest

Rate Swap, Pricing and Valuing - Currency Swap, Pricing and Valuing - Equity Swap, Pricing and Valuing –

Commodity Swap, Swaptions.

 

Note : Risk Management (Finance Elective) MBA (IV-Semester) JNTU-Hyderabad, 2020

Publisher Detail:

Publisher Name: SIA Publishers and Distributors (P) Ltd.

Contact Email Id: msultan@siaedugroup.com

Address:#5-1-911/5, Universal Book Mall, Putli BowliKoti, Hyderabad - 500095Telangana State, India

Url: https://www.siapublishers.com/