Derivatives: principles and practice

By:

Sundaram, Rangarajan K

Contributor(s):

Das, Sanjiv R

Material type: Text

TextPublication details: McGraw Hill Education New Delhi 2017Description: 900 pISBN:

9781259097096

Subject(s):

DDC classification:

332.6457 S8D3

Summary: 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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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Nagpur General Stacks	Non-fiction	332.6457 S8D3 (Browse shelf(Opens below))	Available		IIMN-000998

Total holds: 0

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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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