
Derivatives
McGraw-Hill Professional (Publisher)
Published on 16. May 2010
Book
Paperback/Softback
704 pages
978-0-07-124480-0 (ISBN)
Description
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.
More details
Language
English
Place of publication
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Illustrations
Illustrations
Dimensions
Height: 262 mm
Width: 211 mm
Thickness: 41 mm
Weight
1837 gr
ISBN-13
978-0-07-124480-0 (9780071244800)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
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.