Derivatives: Principles and Practice

Sundaram, Rangarajan K. Das, Sanjiv

Ouvrage indisponible

Éditeur
McGraw Hill Higher Education
Pages
704
Parution
janvier 2006
Format
Livre broché
Langue
Anglais
EAN
9780071244800
  • Résumé

The 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. This book looks to create precisely such a blended approach. It examines term-structure modeling and the pricing of interest-rate derivatives.
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