Derivatives - Hardcover

Sundaram, Rangarajan K.; Das, Sanjiv

Hardcover

ISBN 10: 0072949317 ISBN 13: 9780072949315

Verlag: McGraw-Hill Professional, 2010

Inhaltsangabe

It has been the authors&39 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.

Details zur Ausgabe

• Verlag: McGraw-Hill Professional
• Erscheinungsdatum: 2010
• Sprache: Englisch
• ISBN 10: 0072949317
• ISBN 13: 9780072949315
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 900
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar