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MBA Financial Derivatives Study Material BOOK PDF|Download MBA Financial Derivatives Study Materials.

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Financial Derivatives john c hull pdfDownload
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Financial Derivatives Notes PdfDownload
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Financial Derivatives Lecture NotesDownload
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Recommended Books

  • 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
    Finance, 2001.
  • 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:
    McGraw-Hill, 1998.
  • 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
  • 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.

Syllabus

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.

Important Questions

  • 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?
  • 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.

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