Derivatives - Softcover

Sundaram, Rangarajan; Das, Sanjiv

 
9780071244800: Derivatives
Softcover
ISBN 10: 0071244808 ISBN 13: 9780071244800
Verlag: McGraw-Hill Professional, 2006

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Rangarajan K. ("Raghu") Sundaram is Professor of Finance at New York University's Stern School of Business. He was previously a member of the economics faculty at the University of Rochester. Sanjiv Ranjan Das is Professor of Finance and Chair of the Finance Department at Santa Clara University's Leavey School of Business. He was previously Associate Professor at the Harvard Business School and a visiting Associate Professor at the University of California, Berkeley.

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Verlag
McGraw-Hill Professional
Erscheinungsdatum
2006
Sprache
Englisch
ISBN 10 
0071244808
ISBN 13 
9780071244800
Einband
Taschenbuch
Anzahl der Seiten
704
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Verantwortliche Person
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