Derivative Valuation and Hedging

Advanced derivatives strategies by the masterminds behind Wall Street's premier training courses The best minds on Wall Street learned derivative valuation in the training courses led by this expert author team. Now this trio offers their unmatched expertise in this much awaited book. Moving beyond theory, this highly practical resource uses specific cases of derivative contracts and interest rate instruments to provide a new approach to the design and use of highly-innovative derivative concepts, including fixed income and exotic option products. MARTI G. SUBRAHMANYAM, PhD, (New York, New York) is the Charles E. Merrill Professor of Finance at New York University, and has taught at MIT, INSEAD, and Cambridge University. SANJIV DAS, PhD, (Boston, Massachusetts) is an Assistant Professor of Finance at Harvard University's Graduate School of Business. RAGU SUNDARAN, PhD, (New York, New York) is an Associate Professor of Finance at New York University's Stern School of Business.