Narmada College of Management, Bharuch, Gujarat, INDIA

OF &A 305- At MBA Full Time Semester -III

OF &A 505- At MBA Evening Semester - V

Financial Derivatives

Objectives:

The objective of this course is to give an in depth knowledge of the functioning of derivative securities market.

Course Contents:

Forward Contracts; Future Contracts; Other Derivative Securities; Types of Traders; Future Markets and the use of Futures for Hedging; Forward and Futures Prices: Interest Rate Futures Swaps; Options Market; Properties of Stock Option Prices; Trading Strategies Involving Options; Black-Scholes Option Model; Binomial Model; Options on Stock indices; Currencies and Futures Contracts; General Approach to Pricing Derivatives Securities; Interest Rate; Derivative Securities; Derivatives Market in India.

Suggested Readings :

Bhulla, V K. Investment Management; Security analysis and Portfolio Management, New Delhi,S.Chand,2001.
Financial Derivatives, Delhi, S.Chand,2001.
Brennet, M. Option Pricing: Theory & Applications. Toronto. Lexington Books, 1993.
Cox, John C and Rubinstein, Mark Options Markets. Engiewood Clifts, New Jersey, Prentice Hall Inc.1985.
Huang, Stanley S C and Randall, Maury R. Investment Analysis and Management. London, Allyn and Bacun,1987.
Hull, John C. Opions, Futures and Other Derivative Securities. 2nd ed. New Delhi, Prentice Hall of India,1996.
Sharpe, William F. etc. Investment, New Delhi.Prentice Hall of India, 1997.