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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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Derivatives. Principles and Practice, Sanjiv Das, Rangarajan Sundaram
- Language
- Released
- 2011
- Binding
- (Hardcover)
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- Title
- Derivatives. Principles and Practice
- Language
- English
- Authors
- Sanjiv Das, Rangarajan Sundaram
- Publisher
- McGraw-Hill
- Released
- 2011
- Format
- Hardcover
- Pages
- 940
- ISBN10
- 0072949317
- ISBN13
- 9780072949315
- Series
- Categories
- Tags
- Math Textbooks
- Rating
- 4 out of 5
- 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.