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Item Details
| Title:
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DERIVATIVES
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| By: |
Rangarajan K. Sundaram, Sanjiv Das |
| Format: |
Paperback |
| List price:
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£50.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
0071244808 |
| ISBN 13: |
9780071244800 |
| Publisher: |
MCGRAW-HILL EDUCATION - EUROPE |
| Pub. date: |
1 January, 2006 |
| Pages: |
704 |
| Description: |
The 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. This book looks to create precisely such a blended approach. It examines term-structure modeling and the pricing of interest-rate derivatives. |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
McGraw Hill Higher Education |
| Returns: |
Returnable |
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