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Derivatives by Rangarajan Sundaram, Sanjiv Das (Hardcover, 2010)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
Mcgraw-Hill Education-Europe
ISBN-13
9780072949315
eBay Product ID (ePID)
95228354

Product Key Features

Author
Rangarajan Sundaram, Sanjiv Das
Publication Name
Derivatives
Format
Hardcover
Language
English
Subject
Finance
Publication Year
2010
Type
Textbook
Number of Pages
940 Pages

Dimensions

Item Height
262mm
Item Width
211mm
Item Weight
1837g

Additional Product Features

Title_Author
Sanjiv Das, Rangarajan Sundaram
Country/Region of Manufacture
United States

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