Derivatives: Principles and Practice

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9781259097096: Derivatives: Principles and Practice
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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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9780072949315: Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)

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