Derivatives: Principles and Practice (2nd Edition)

Title

Derivatives: Principles and Practice (2nd Edition)

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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

Derivatives: Principles and Practice (2nd Edition)

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