Derivatives
- ISBN-10
- 0072949317
- ISBN-13
- 9780072949315
- Series
- Derivatives
- Category
- Business & Economics
- Pages
- 940
- Language
- English
- Published
- 2010-03-11
- Publisher
- McGraw-Hill Education
- Authors
- Rangarajan Sundaram, Sanjiv Das
Description
It has been the authors' experience that the overwhelming majority of students in MBA derivatives courses go on to careers where a deep conceptual, rather than solely mathematical, understanding of products and models is required. The first edition of Derivatives looks to create precisely such a blended approach, one that is formal and rigorous, yet intuitive and accessible. The main body of this book is divided into six parts. Parts 1-3 cover, respectively, futures and forwards; options; and swaps. Part 4 examines term-structure modeling and the pricing of interest-rate derivatives, while Part 5 is concerned with credit derivatives and the modeling of credit risk. Part 6 discusses computational issues.
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Other editions
-
- 2020-11-04
- 381 pages
- Ebook
- Springer Nature
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