Derivatives (mcgraw-hill/irwin Series In Finance, Insurance, And Real Est)

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Brand: McGraw-Hill Education
SKU: DADAX0072949317
ISBN : 0072949317

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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 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.

Author : Rangarajan Sundaram
ISBN : 0072949317
Language : English
No of Pages : 940
Edition : 1
Publication Date : 3/11/2010
Format/Binding : Hardcover
Book dimensions : 10.1x8.3x1.6
Book weight : 0.04

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