Risk Management and Financial Derivatives detailed Syllabus for MBA (Finance), R19 regulation has been taken from the JNTUH official website and presented for the students affiliated to JNTUH course structure. For Course Code, Subject Names, Theory Lectures, Tutorial, Practical/Drawing, Credits, and other information do visit full semester subjects post given below. The Syllabus PDF files can also be downloaded from the universities official website.
For all other MBA (Finance) 4th Sem Syllabus for R19 Regulation JNTUH, do visit MBA (Finance) 4th Sem Syllabus for R19 Regulation JNTUH Subjects. The detailed Syllabus for risk management and financial derivatives is as follows.
Course Objectives:
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Learning Outcome:
Students will be able to understand
- Concepts of Risk Management
- Risk Management Measurement
- Risk Management using Forward and Futures
- Risk Management using Options and Swaps.
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
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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
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Suggested Readings:
- Don M Chance, Robert Brooks, An Introduction to Derivatives and Risk Management, 9e, 2013.
- R. Madhumathi and M. Ranganatham, Derivatives and Risk Management, Pearson, 2012.
- Greorge E Rejda, Principles of Risk Management and Insurance, Pearson,2005.
- Rene M. Stulz, Risk Management and Derivatives, Cengage Learning, 2003.
- Jayanth Rama Varma, Derivatives and Risk Management, TMH.
- Hull, Risk Management and Financial Institutions, Wiley, 2015.
- Prakash B.Yaragol, Financial Derivatives, Vikas, 1e, 2018.
For detail Syllabus of all other subjects of MBA Finance, R19 scheme do visit Finance 4th Sem Syllabus for R19 scheme.
For all the MBA results, visit JNTUH MBA all semester results direct links.