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MBA Financial Derivatives pdf free download
The financial derivatives have become increasingly popular and most commonly used in the world of finance. This has grown with so phenomenal speed all over the world that now it is called as the derivatives revolution. Financial derivatives like futures, forwards options and swaps are important tools to manage assets, portfolios and financial risks. Thus, it is essential to know the terminology and conceptual framework of all these financial derivatives in order to analyze and manage the financial risks.
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Suggested Books for MBA Financial Derivatives
- Gupta S.L., FINANCIAL DERIVATIVES THEORY, CONCEPTS AND PROBLEMS PHI, Delhi, Kumar S.S.S. FINANCIAL DERIVATIVES, PHI, New Delhi, 2007
- Chance, Don M: DERIVATIVES and Risk Management Basics, Cengage Learning, Delhi.
- Stulz M. Rene, RISK MANAGEMENT & DERIVATIVES, Cengage Learning, New Delhi.
- Chancellor, E. Devil Take the Hindmost—A History of Financial Speculation. New York: Farra
Straus Giroux, 2000.
- Merton, R. C. ‘‘Finance Theory and Future Trends: The Shift to Integration,’’ Risk, 12, 7 (July 1999): 48–51.
- Miller, M. H. ‘‘Financial Innovation: Achievements and Prospects,’’ Journal of Applied Corporate Finance, 4 (Winter 1992): 4–11.
- Zingales, L., ‘‘Causes and Effects of the Lehman Bankruptcy,’’ Testimony before Committee on Oversight and Government Reform, United States House of Representatives, October 6, 2008.
- Duffie, D., and H. Zhu. ‘‘Does a Central Clearing Counterparty Reduce Counterparty Risk?’’
Working Paper, Stanford University, 2010.
- Gastineau, G. L., D. J. Smith, and R. Todd. Risk Management, Derivatives, and Financial
Analysis under SFAS No. 133. The Research Foundation of AIMR and Blackwell Series in
- Hull, J., ‘‘OTC Derivatives and Central Clearing: Can All Transactions Be Cleared,’’ Financial
Stability Review, 14 (July 2010): 71–80.
- Jones, F. J., and R. J. Teweles. In: The Futures Game, edited by B. Warwick, 3rd edn. New York:
- Jorion, P. ‘‘Risk Management Lessons from Long-Term Capital Management,’’ European Financial Management, 6, 3 (September 2000): 277–300.
- Kawaller, I. G., and P. D. Koch. ‘‘Meeting the Highly Effective Expectation Criterion for Hedge Accounting,’’ Journal of Derivatives, 7, 4 (Summer 2000): 79–87.
- Lowenstein, R. When Genius Failed: The Rise and Fall of Long-Term Capital Management. New York: Random House, 2000.
- Hull, JC, Options, Futures, and Other Derivatives
- Stulz, RM, Risk Management & Derivatives, INDIA EDITION, CENGAGE LEARNING
MBA Financial Derivative Syllabus – 4th Semester
Unit – I
Derivatives – Features of a Financial Derivative – Types of Financial Derivatives – Basic Financial derivatives – History of Derivatives Markets – Uses of Derivatives – Critiques of Derivatives – Forward Market: Pricing and Trading Mechanism Forward Contract concept – Features of forwarding Contract Classification of Forwarding Contracts – Forward Trading Mechanism – Forward Prices Vs Future Prices.
Unit – II
Options and Swaps – Concept of Options – Types of options – Option Valuation – Option Positions Naked and Covered Option – Underlying Assets in Exchange-traded Options – Determinants of Option Prices – Binomial Option Pricing Model – Black-Scholes Option Pricing – Basic Principles of Option Trading – SWAP: Concept, Evaluation and Features of Swap – Types of Financial Swaps – Interest Rate Swaps – Currency Swap – DebtEquity Swap.
Unit – III
Futures – Financial Futures Contracts – Types of Financial Futures Contract – Evolution of Futures Market in India – Traders in Futures Market in India – Functions and Growth of Futures Markets – Futures Market Trading Mechanism – Specification of
the Future Contract – Clearing House – Operation of Margins – Settlement – Theories of Future prices – Future prices and Risk Aversion – Forward Contract Vs. Futures Contracts.
Unit – IV
Hedging and Stock Index Futures – Concepts – Perfect Hedging Model – Basic Long and Short Hedges – Cross Hedging – Basis Risk and Hedging – Basis Risk Vs Price Risk – Hedging Effectiveness – Devising a Hedging Strategy – Hedging Objectives – Management of Hedge – Concept of Stock Index – Stock Index Futures – Stock Index Futures as a Portfolio management Tool –Speculation and Stock Index Futures – Stock Index Futures Trading in Indian Stock Market.
Unit – V
Financial Derivatives Market in India – Need for Derivatives – Evolution of Derivatives in India – Major Recommendations of Dr. L.C. Gupta Committee – Equity Derivatives – Strengthening of Cash Market – Benefits of Derivatives in India – Categories of Derivatives Traded in India – Derivatives Trading at NSE/BSE Eligibility of Stocks – Emerging Structure of Derivatives Markets in India -Regulation of Financial Derivatives in India – Structure of the Market – Trading systems – Badla system in Indian Stock Market – Regulatory Instruments.
MBA Financial Derivative Review Questions
- Explain the term ‘financial derivative’. What are its important features?
- Explain the different types of financial derivatives along with their features in brief.
- Bring out the historical development of financial derivatives.
- What are warrants and convertible securities? Also, explain the critiques of derivatives with suitable examples.
- Compare and contrast between forward, futures, options, and swaps.
- Write short notes on:
a. Forward contracting
b. Swaps and their features
c. Options and their types
- Write a detailed note on the uses of financial derivatives.
- Define the forward contract. Also, discuss the features of the forward contract.
- Compare and contrast between forwarding contracts and futures contracts with suitable examples.
- Write a detailed note on the classification of forwarding contracts with examples.
- Define forward contract and discuss the trading mechanism of forwarding market
- What do you understand by parallel loans? Explain with an example.
- Describe features of an interest rate swap.
- Explain the value of the interest rate swap.
- How would you convert a floating rate liability into a fixed rate liability using swap? Draw a schematic diagram to explain your answer.
- If an enterprise has invested funds in securities providing a floating rate of income,
- what risk does it face? How would you hedge such risk using an interest rate swap?
- What are the problems in arranging a swap and how are they overcome by swap intermediary/bank?
- Explain hedging of fixed rate and floating rate loans using swap.
- What is a currency swap and how is it different operationally from an interest rate swap?
- Currency swaps can be used to convert assets/liabilities from one currency to another. Explain with a suitable example.
- How are currency swaps and interest rate swaps used for reducing cost?
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