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Derivatives - 9780072949315
Un libro in lingua di Sundaram Rangarajan K. Sanjiv Das edito da McGraw-Hill College, 2010
- € 256.50
- Il prezzo è variabile in funzione del cambio della valuta d’origine
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.
Informazioni bibliografiche
- Titolo del Libro in lingua: Derivatives
- Lingua: English
- Autori : Sundaram Rangarajan K. Sanjiv Das
- Editore: McGraw-Hill College
- Collana: McGraw-Hill College (Hardcover)
- Data di Pubblicazione: 11 Marzo '10
- Genere: BUSINESS and ECONOMICS
- Argomento: Derivative securities
- Pagine: 900
- Dimensioni mm: 254 x 209 x 38
- ISBN-10: 0072949317
- EAN-13: 9780072949315