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Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)

Author Rangarajan Sundaram

Format Hardcover

Publisher McGraw-Hill Education

Category Math

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Available Copies Details 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.

Authors

Rangarajan Sundaram

Additional Info

Publisher: McGraw-Hill Education
Format: Hardcover
ISBN: 9780072949315

No copies of this item are currently available.

Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)

Out of Stock

Authors

Additional Info

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