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Derivatives : Principles and Practice

Derivatives : Principles and Practice - 11 edition

ISBN13: 978-0072949315

Cover of Derivatives : Principles and Practice 11 (ISBN 978-0072949315)
ISBN13: 978-0072949315
ISBN10: 0072949317

Cover type: Hardback
Edition: 11
Copyright: 2011
Publisher: McGraw-Hill Publishing Company
Published: 2011
International: No

List price: $263.75

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Derivatives : Principles and Practice - 11 edition

ISBN13: 978-0072949315

Rangarajan K. Sundaram and Sanjiv Das

ISBN13: 978-0072949315
ISBN10: 0072949317

Cover type: Hardback
Edition: 11
Copyright: 2011
Publisher: McGraw-Hill Publishing Company
Published: 2011
International: No
Summary

The first edition of Derivatives is spent with a lot of effort throughout the book explaining what lies behind the formal mathematics of pricing and hedging. Questions ranging from ??how are forward prices determined? ?? to ??why does the Black-Scholes formula have the form it does? ?? are answered throughout the text. The authors of this first edition use verbal and pictorial expositions, and sometimes simple mathematical models, to explain the underlying principles before proceeding to a formal analysis. Extensive uses of numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.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.

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Cover of Derivatives 2nd edition

Derivatives - 2nd edition

ISBN13: 978-0078034732
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