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Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)

Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)
Author: Rangarajan Sundaram - Sanjiv Das
ISBN 13: 9780072949315
ISBN 10: 72949317
Edition: 1
Publisher: McGraw-Hill Education
Publication Date: 2010-03-11
Format: Hardcover
Pages: 940
List Price: N/A

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.