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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.
Compra de libros
Derivatives. Principles and Practice, Sanjiv Das, Rangarajan Sundaram
- Idioma
- Publicado en
- 2011
- Encuadernación
- (Tapa dura)
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- Título
- Derivatives. Principles and Practice
- Idioma
- Inglés
- Autores
- Sanjiv Das, Rangarajan Sundaram
- Editorial
- McGraw-Hill
- Publicado en
- 2011
- Formato
- Tapa dura
- Páginas
- 940
- ISBN10
- 0072949317
- ISBN13
- 9780072949315
- Serie
- Categorías
- Etiquetas
- Libros de texto de matemáticas
- Calificación
- 4 de 5
- Descripción
- 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.