Derivatives: principles and practice

by Sundaram, Rangarajan K.

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Title Statements

Full title :Derivatives : principles and practice / Rangarajan K. Sundaram, Sanjiv R. Das.

Edition Statements

Publication Date:c2016.
Edition:Second edition

Publication Statements

Publisher(s):McGraw-Hill Education
Place of Publication:New York, N.Y
Language:eng
Publication Date:c2016.

The Physical Object

Description:xxii, 886, [35] páginas : : figuras, tablas ; : 26 cm.

Edition Identifiers

ISBN:9780078034732, 0078034736
oclc:ocn945702424
Dewey Decimal:332.632

Contenido: Futures and forwards. -- Futures markets. -- Pricing forwards and futures I : the basic theory. -- Pricing forwards and futures II : building on the foundations. -- Hedging with futures and forwards. -- Interest-rate forwards and futures. -- Options. -- Options markets. -- Options : payoffs and trading strategies. -- No-arbitrage restrictions on option prices. -- Early exercise and put-call parity. -- Option pricing : a first pass. -- Binomial option pricing. -- Implementing the binomial models. -- The black-scholes model. -- The mathematics of black-scholes. -- Options modeling : beyond black-scholes. -- Sensitivity analysis : the option "greeks". -- Exotic options I : path-independent options. -- Exotic options II : path-dependent options. -- Value-at-risk. -- Convertible bonds. -- Real options. -- Swaps. -- Interest-rate swaps and floating rate products. -- Equity swaps. -- Currency and commodity swaps. -- Interest rate modeling. -- The term structure of interest rates : concepts. -- Estimating the yield curve. -- Modeling term structure movements. -- Factor models of the term structure. -- The heath-jarrow-morton and libor market models. -- Credit risk. -- Credit de…