Derivatives
principles and practice
- ISBN: 9780071244800
- Editorial: McGraw-Hill Publishing Co.
- Fecha de la edición: 2010
- Lugar de la edición: London. Reino Unido
- Encuadernación: Rústica
- Medidas: 25 cm
- Nº Pág.: 704
- Idiomas: Inglés
Papel: Rústica
74,22 €
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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.
