Derivatives: Principles and Practice (2nd Edition)
Role
Rangajaran K. Sundaram (Author)
Sanjiv R. Das (Author)
Files
Description
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.
ISBN
978-0078034732
Publication Date
1-19-2015
Publisher
McGraw Hill
Disciplines
Finance and Financial Management
Recommended Citation
Sundaram, Rangajaran K. and Das, Sanjiv R., "Derivatives: Principles and Practice (2nd Edition)" (2015). Faculty Book Gallery. 8.
https://scholarcommons.scu.edu/faculty_books/8