Derivatives - Softcover

Sundaram, Rangarajan; Das, Sanjiv

Softcover

ISBN 10: 0071244808 ISBN 13: 9780071244800

Publisher: McGraw-Hill Education, 2010

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.

About this title

About the Author:

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.

About this edition

• Publisher: McGraw-Hill Education
• Publication date: 2010
• ISBN 10: 0071244808
• ISBN 13: 9780071244800
• Binding: Paperback
• Number of pages: 704