Derivatives: principles and practice
Type
Book
Rate
0.0 /5
This book aims to explain what lies behind the formal mathematics of pricing and hedging. Numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.
Read More ↓Title Statements
- Full title :Derivatives : principles and practice / Rangarajan K. Sundaram, Stern School of Business, New York University, New York, NY, Sanjiv R. Das, leavey School of Business, Santa Clara University, Santa Clara, CA.
Summary
This book aims to explain what lies behind the formal mathematics of pricing and hedging. Numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.
Read More ↓Edition Statements
- Publication Date:2016
- Edition:Second edition
Publication Statements
- Publisher(s):McGraw-Hill Education
- Place of Publication:New York, NY
- Language:eng
- Publication Date:2016
The Physical Object
- Description:xxii, 886 pages ; : 26 cm
Edition Identifiers
- ISBN:9780078034732, 0078034736
- oclc:ocn891718768
- LC Classification:HG6024.A3
- Dewey Decimal:332.64/57
Table of Contents
Part One: Futures and forwards -- Part Two: Options -- Part Three: Swaps -- Part Four: Interest rate modeling -- Part Five: Credit risk -- Part Six: Computation.
Read More ↓Subjects
Writers
No reviews yet. Be the first to rate this work.
Related Works
more →
Derivatives and the wealth of societies
0.0
Type: Book
Derivatives and the wealth of societies
0.0
Type: Book
Rate & Review