Derivatives - Couverture rigide

Sundaram, Rangarajan; Das, Sanjiv

Couverture rigide

ISBN 10 : 0072949317 ISBN 13 : 9780072949315

Editeur : McGraw-Hill Professional, 2010

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.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: McGraw-Hill Professional
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 0072949317
• ISBN 13: 9780072949315
• Reliure: Relié
• Nombre de pages: 940
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible