Business & Economics Books:

Derivatives

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Derivatives

Principles and Practice

Format

Hardback

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Derivatives by Rangarajan K. Sundaram
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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.
Release date Australia
April 1st, 2010
Country of Publication
United States
Illustrations
illustrations
Imprint
McGraw Hill Higher Education
Pages
940
Dimensions
210x262x40
ISBN-13
9780072949315
Product ID
3835725

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