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Derivatives and Risk Management Notes PDF

Date: 3rd Feb 2023

In these “Derivatives and Risk Management Notes PDF”, we will study the principles and techniques Derivatives and its Greeks and Risk Management through the stock market.

We have provided multiple complete Derivatives and Risk Management Notes PDF for any university student of Bachelor of Management Studies (BMS) or Master of Business Administration (MBA) to enhance more knowledge about the subject and to score better marks in the exam. Students can easily make use of all these Derivatives and Risk Management Notes PDF by downloading them.

Topics in our Derivatives and Risk Management Notes PDF

The topics we will cover in these Derivatives and Risk Management Notes PDF will be taken from the following list:

Introduction: History of derivatives and origin of derivatives in India. Concept of Early delivery, extension, and cancellation of forward contracts, why hedge, Basis risk, and its effect on hedgers (Through numerical), Currency futures, and its hedging strategies.

Options and its type, Factors affecting option Prices. Put and call parity theorem. Trading strategies involving options: payoffs call and Put (both buyer and seller), Spreads (Bull Spread (with Call and put), Bear Spread (with Call and put), and Calendar Spread), combinations (Box, Butterfly, Straddle, Strangle).

Binomial model: One Period, Two Period, and multiple Period. Black-Scholes option model (for stock and currency both). Concept and calculation of delta, gamma, rho, theta, and Vega options.

Delta Hedging, Gamma Hedging. Making a portfolio Delta Neutral, Gamma Neutral, Delta positive Gamma Neutral, and Delta positive Gamma Neutral.

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Derivatives and Risk Management Reference Books List

We have listed the best Derivatives and Risk Management Reference Books that can help in your Derivatives and Risk Management exam preparation: 

• John C. Hull. Options, Futures, and Other Derivatives (latest ed.). Pearson Education
• Jurgen Franke, Wolfgang Hardle, and Christian Hafner. Introduction to Statistics of Financial Markets.
• R. Madhumathi, M. Ranganatham. Derivatives and risk management (1st Edition).
• Redhead, K. Financial Derivatives- An introduction to futures, forwards, options, swaps. Prentice Hall of India

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