Derivatives |
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| Author:
| Sundaram, Rangarajan K.
Das, Sanjiv |
| ISBN: | 978-0-07-294931-5 |
| Publication Date: | Mar 2010 |
| Publisher: | McGraw-Hill Education
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| Book Format: | Hardback |
| List Price: | AUD $174.95 |
Book Description:
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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...
More 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.