Home |  Search |  shopping basket Shopping basket | 
Tel: +44 (0)1730 233870    Email: bookshop@global-investor.com  
Book Categories
Derivatives by Rangarajan K. Sundaram,Sanjiv Das
Write a review of this book

Derivatives [Hardback]

by Rangarajan K. Sundaram and Sanjiv Das
RRP:
£142.99
Our Price:
£121.54 + postage (UK Estimate: £0.00)
You save:
£21.45 (15%)

Usually ships within 3 to 5 working days



Share this book:


Description of Derivatives

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.

Title Information

ISBN:
9780072949315
Pages:
940 pages
Format:
Hardback
Product Code:
244048
Publisher:
McGraw-Hill Higher Education
Published:
01/04/2010

Write a review of this book

Customer Reviews from Amazon


Related Categories

Popular Titles