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Derivatives (Hardcover)

Rangarajan K. Sundaram

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ISBN 10: 0078034736 / ISBN 13: 9780078034732
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Hardcover. Derivatives makes a special effort throughout the text to explain what lies behind the formal mathematics of pricing and hedging. Questions ranging from `how are forward prices determined.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 960 pages. 1.900. Bookseller Inventory # 9780078034732

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Bibliographic Details

Title: Derivatives (Hardcover)

Publication Date: 2015

Binding: Hardcover

Book Condition:New

Edition: 2nd.

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Synopsis:

Derivatives makes a special effort throughout the text to explain what lies behind the formal mathematics of pricing and hedging. Questions ranging from ‘how are forward prices determined?’ to ‘why does the Black-Scholes formula have the form it does?’ are answered throughout the text. The authors use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis. Extensive uses of numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.

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