Risk Management and Financial Derivatives detailed Syllabus for MBA (Finance), R22 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) 3rd Sem Syllabus for R22 Regulation JNTUH, do visit MBA (Finance) 3rd Sem Syllabus for R22 Regulation JNTUH Subjects. The detailed Syllabus for risk management and financial derivatives is as follows.
Course Objectives:
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Course Outcomes:
Students will be able to:
- Understand risk management and derivatives.
- Learn the relevance of Basel norms, types of risks.
- Learn various aspects about Derivatives Market in India.
- Understand the uses of options strategies.
- Examine the importance of SWAP Market.
Unit – I
Introduction to Risk Management: Risk Management, Scope of Risk Management, Benefits of Risk Management, Classification of Risks: Systematic Risk and Unsystematic Risk, Business Risk, Financial Risk. Financial Markets, Market Risk: Price Risk, Currency Risk, Liquidity Risk, Interest Risk, Credit and Counterparty Risk, Operational Risk, Model Risk, Risk Management Process.
Unit – II
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Unit – III
Introduction to Derivative Markets: Derivative Market, Types of Derivatives, Development and Growth of Derivative Markets, Factors influencing the Growth of Derivatives Market in India, Regulations of Derivative Market. Forward and Future Contracts: Forward Contract, Pricing Forward Contracts, Foreign Currency Forward Contract, Commodity Forward Contract, Counterparty Risk in the Forward Contract, Difference between Forward and Spot Market, Futures Contract: Future Contact Design, Physical Settlement, Delivery Options and Cash Settlement, Future Market, Global Futures Market size, Commodity Futures, Equity Futures, Stock Index Futures, Currency Futures, Futures on Government Bonds, Notes and Bills, Cost of Carry Model for Futures and Forwards.
Unit – IV
Risk Management Techniques – Options Contract: Options Contract and The Structure of Option Market, Types of Options, Option Strategies, Principles of Call Option Pricing, Put Option Pricing, Put – Call Parity Theorem: Option Pricing, Arbitrage Pricing. Binomial Pricing Model: The Black- Scholes Options Pricing Model, Uses of Options Strategies.
Unit – V
For the complete Syllabus, results, class timetable, and many other features kindly download the iStudy App
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Suggested Readings:
- John C Hull, Risk Management and Financial Institutions, Wiley, 5e,2018.
- Jayanth Rama Varma, Derivatives and Risk management, Tata McGraw Hill,1e, 2011.
- Don M Chance, Robert Brooks, An Introduction to Derivatives and Risk Management, 9e, Cengage, 2013.
- Dhanesh K. Khatri, Derivatives and Risk Management, Macmillan, 1e,2012
- Rene M. Stulz, Risk Management and Derivatives, Cengage Learning, 1e,2003.
For detail Syllabus of all other subjects of MBA Finance, R22 scheme do visit Finance 3rd Sem Syllabus for R22 scheme.
For all the MBA results, visit JNTUH MBA Finance all semester results direct links.