Title
Derivatives: Principles and Practice (2nd Edition)
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.
Buy Link
http://www.amazon.com/Derivatives-Mcgraw-Hill-Series-Finance-Insureance/dp/0078034736
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