SCO 210-211, New Petrol Pump, Sec-34A,
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The book is tailored specifically to meet the requirements of the PTU MBA Semester IV syllabus, ensuring coverage of all essential topics in international finance and financial derivatives.
The case studies section provides real-world examples that demonstrate the application of theoretical concepts in international finance and derivatives, enhancing practical understanding for students.
The book includes solved papers from previous years (2018 and 2019) and model papers, which help students familiarize themselves with exam formats and practice potential questions.
The book discusses various types of derivative contracts, including forward and futures contracts, options contracts, swaps, swaptions, and credit derivatives, explaining their significance and applications.
Various option trading strategies are discussed, including covered call writing, protective puts, straddles, strangles, and spreads, allowing students to understand practical applications in the market.
Yes, the book elaborates on swaps and swaptions, including their types, pricing, importance, and the factors that influence their prices, facilitating a deeper understanding of these derivative instruments.
Students will develop skills in analyzing international finance, understanding derivative instruments, managing risks, and making informed trading decisions, preparing them for careers in investment banking and corporate finance.
The authors use clear, straightforward language complemented by diagrams, examples, and summaries, making complex financial concepts accessible and easier to understand for students.
The case studies are designed to provide practical insights into how companies navigate international finance challenges and leverage derivatives for risk management and investment strategies.
The authors provide a comprehensive overview of currency risk management techniques, including hedging strategies and the use of derivatives to mitigate exposure to fluctuating exchange rates.
