Derivatives: Principles and Practice

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9781259097096: Derivatives: Principles and Practice

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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ISBN 10: 1259097099 ISBN 13: 9781259097096
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Book Description 2013. Soft cover. Book Condition: New. International Edition. Book Condition: BRAND NEW. International/Eastern Economy Edition, Paperback/Softcover with SAME TITLE, AUTHOR AND EDITION as listed. ISBN and Cover design differs. **100% IDENTICAL CONTENTS as U.S Edition**. Standard Delivery within 7-14 business days ACROSS THE GLOBE. We can ship to PO Box, APO address in US. International Edition Textbooks may bear a label (Not for sale in the U.S. or Canada) or (For sale in Asia only) or similar restrictions- printed only to discourage students from obtaining an affordable copy. US Court has asserted your right to buy and use International edition. Access code/CD may not provided with these editions. We may ship the books from MULTIPLE WAREHOUSES ACROSS THE GLOBE including Asia depending upon the availability of inventory. Printed in English. Customer satisfaction guaranteed. Bookseller Inventory # ABECA3613

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Rangarajan Sundaram,Sanjiv Das
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Book Description McGraw Hill Education, 2015. Softcover. Book Condition: New. 5th or later edition. 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. Contents: Chapter 1: Introduction Part 1: Futures and Forwards Chapter 2: Futures Markets Chapter 3: Pricing Forwards and Futures I: The Basic Theory Chapter 4: Pricing Forwards and Futures II Chapter 5: Hedging with Futures & Forwards Chapter 6: Interest-Rate Forwards & Futures Part II: Equity Derivatives Chapter 7: Options Markets Chapter 8: Options: Payoffs & Trading Strategies Chapter 9: No-Arbitrage Restrictions on Option Prices Chapter 10: Early Exercise and Put-Call Parity Chapter 11: Option Pricing: An Introduction Chapter 12: Binomial Option Pricing Chapter 13: Implementing the Binomial Model Chapter 14: The Black-Scholes Model Chapter 15: The Mathematics of Black-Scholes Chapter 16: Options Modeling: Beyond Black-Scholes Chapter 17: Sensitivity Analysis: The Option ?Greeks? Chapter 18: Exotic Options I: Path-Independent Options Chapter 19: Exotic Options II: Path-Dependent Options Chapter 20: Value-at-Risk Chapter 21: Convertible Bonds Chapter 22: Real Options Part III: Swaps Chapter 23: Interest-Rate Swaps and Floating Rate Products Chapter 24: Equity Swaps Chapter 25: Currency Swaps Part IV: Interest Rate Modeling Chapter 26: The Term Structure of Interest Rates: Concepts Chapter 27: Estimating the Yield Curve Chapter 28: Modeling Term Structure Movements Chapter 29: Factor Models of the Term Structure Chapter 30: The Heath-Jarrow-Morton and Libor Market Models Part V: Credit Derivative Products Chapter 31: Credit Derivative Products Chapter 32: Structural Models of Default Risk Chapter 33: Reduced Form Models of Default Risk Chapter 34: Modeling Correlated Default Part VI: Computation Chapter 35: Derivative Pricing with Finite Differencing Chapter 36: Derivative Pricing with Monte Carol Simulation Chapter 37: Using Octave Printed Pages: 0. Bookseller Inventory # 85804

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Rangarajan Sundaram,Sanjiv Das
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Book Description McGraw Hill Education, 2015. Softcover. Book Condition: New. 5th or later edition. 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. Contents: Chapter 1: Introduction Part 1: Futures and Forwards Chapter 2: Futures Markets Chapter 3: Pricing Forwards and Futures I: The Basic Theory Chapter 4: Pricing Forwards and Futures II Chapter 5: Hedging with Futures & Forwards Chapter 6: Interest-Rate Forwards & Futures Part II: Equity Derivatives Chapter 7: Options Markets Chapter 8: Options: Payoffs & Trading Strategies Chapter 9: No-Arbitrage Restrictions on Option Prices Chapter 10: Early Exercise and Put-Call Parity Chapter 11: Option Pricing: An Introduction Chapter 12: Binomial Option Pricing Chapter 13: Implementing the Binomial Model Chapter 14: The Black-Scholes Model Chapter 15: The Mathematics of Black-Scholes Chapter 16: Options Modeling: Beyond Black-Scholes Chapter 17: Sensitivity Analysis: The Option âGreeksâ Chapter 18: Exotic Options I: Path-Independent Options Chapter 19: Exotic Options II: Path-Dependent Options Chapter 20: Value-at-Risk Chapter 21: Convertible Bonds Chapter 22: Real Options Part III: Swaps Chapter 23: Interest-Rate Swaps and Floating Rate Products Chapter 24: Equity Swaps Chapter 25: Currency Swaps Part IV: Interest Rate Modeling Chapter 26: The Term Structure of Interest Rates: Concepts Chapter 27: Estimating the Yield Curve Chapter 28: Modeling Term Structure Movements Chapter 29: Factor Models of the Term Structure Chapter 30: The Heath-Jarrow-Morton and Libor Market Models Part V: Credit Derivative Products Chapter 31: Credit Derivative Products Chapter 32: Structural Models of Default Risk Chapter 33: Reduced Form Models of Default Risk Chapter 34: Modeling Correlated Default Part VI: Computation Chapter 35: Derivative Pricing with Finite Differencing Chapter 36: Derivative Pricing with Monte Carol Simulation Chapter 37: Using Octave Printed Pages: 0. Bookseller Inventory # 85804

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Book Description McGraw Hill. Book Condition: New. 1259097099 This is an International Edition. Brand New, Paperback, Delivery within 6-14 business days, Similar Contents as U.S Edition, printed in Black & White. Choose Expedited shipping for delivery within 3-8 business days. We do not ship to PO Box, APO , FPO Address. In some instances, subjects such as Management, Accounting, Finance may have different end chapter case studies and exercises. International Edition Textbooks may bear a label "Not for sale in the U.S. or Canada" and "Content may different from U.S. Edition" - printed only to discourage U.S. students from obtaining an affordable copy. The U.S. Supreme Court has asserted your right to purchase international editions, and ruled on this issue. Access code/CD is not provided with these editions , unless specified. We may ship the books from multiple warehouses across the globe, including India depending upon the availability of inventory storage. Customer satisfaction guaranteed. Bookseller Inventory # EI_9781259097096

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